期望效用

现代经济学在风险和不确定性决策问题上的传统理论模型是期望效用模型（ExpectedUtilityTheory）。

Expected Utility Theory is the classical model in the risk and uncertainty decision-making .

在本文的第五部分，考虑了在控制策略（bt，At）下，最大化最终财富的期望效用。

In section 5 we consider maximizing expected utility of terminal wealth with the admissible policy ( b_t , A_t ) .

EU无法解释实验的结果导致许多理论家们构建了其它期望效用理论。

Dissatisfaction with empirical accuracy of expected utility theory ( EU ) has led many theorists to develop generalizations of EU .

依据VAR限制条件来定义风险厌恶程度，而不使用普遍使用的期望效用理论的限制。

To define risk acceptance extent according the restrictive VaR , not the commonly used expected effects theory .

建议了网格任务Agent的投标方式，并提出了任务Agent的爬坡式投标算法，任务Agent可以通过该算法搜索效用函数获得其期望效用最大化。

It discusses grid task agent 's bidding scheme and proposes a grade-climbing algorithm for grid task agent . The task agent can maximize its expectation-based utility function through searching the right values of the utility function .

期望效用理论作为标准的描述不确定性下的决策模型统治了经济学几十年。EU作为个体选择的标准理论和博弈论的核心组成部分，它是许多经济理论的关键组成部分。

As the standard theory of individual decision making , and as a core component of game theory , EU constitutes a key building block of a vast range of economic theory .

决策分析主要是关于不确定性问题的研究，其传统的理论模型是主观期望效用模型（SEU）。

Decision analysis mostly researches on uncertainty , it 's conventional decision model is subject expected utility theory ( SEU ) .

本文讨论了具有双边私人信息的多先验期望效用决策者的打赌对策模型，给出了相应的反应函数和接受函数及它们的性质，与Morris（1995）的结论类似。

This paper discusses a betting model in which players with two sided private information have multi prior expected utilities , and the results are similar to those of Morris ( 1995 ) .

二十世纪五十年代，JohnVonNeumann和OskarMorgenstern（1947）表明期望效用假设能由一系列的偏好公理获得。这些偏好公理假定分别是：完备性、传递性、连续性和独立性。

In 1950s , John Von Neumann & Oskar Morgenstern ( 1947 ) showed that the expected utility hypothesis could be derived from a set of apparently appealing axioms on preference .

根据Markowitz投资组合理论和传统的期望效用理论，在效用函数相同的情况下，所有的理性投资者都将采用相同的最优投资策略。

According to the theories of Markowitz ′ s investment portfolio and traditional expected utility , all rational investors with the same utility function will adopt the same optimal investment strategy .

传统的经济学原理植根于Neumann与Morgenstern于1944年奠定的期望效用最大化原理，认为经济行为是由外在激励决定的。

The traditional economic theory was based on the prospective utility maximum which proposed by Neumann and Morgenstern in 1944 , it considers that the economic behavior is up to the extrinsic motivation .

最后研究了在股票价格服从CEV模型下的Robust期望效用最大化的最优投资组合选择问题，运用随机线性&二次控制理论，得出最优投资策略，最优等价概率测度以及最大期望效用的明确表达式。

Finally , we study the Robust utility maximization portfolio selection problem under which the stock price followed a CEV model . We also obtain the closed-form solutions of the optimal portfolio strategy , the optimal equivalent probability scenario and the optimal value function using the linear-quadratic technique .

本文结合前人的研究，利用PERT预测法和蒙特卡洛模拟法，建立了项目的随机净现值模型。通过分析净现值的概率分布，利用期望效用理论得出决策者的期望效用值，对项目作出决策。

This paper combined the study of predecessor and use PERT predicted method and technology of Monte-Carlo Simulation to get the probability distribution of project 's random NPV , and to use the Theory of Expected Utility to get Expected Utility Value for decision-making to make decision of project .

基于非期望效用函数的随机经济增长模型

The model for stochastic economic growth based on non expected utility

社会地位、非期望效用函数、资产定价和经济增长

Social Status , Unexpected Utility Function , Asset Pricing and Economic Growth

基于多先验期望效用的决策理论研究

Research on Decision Theory Based on the Multi-Prior Expected Utility

单个证券的比较&期望效用与随机占优

Comparison of Individual Securities ── Expected Utility and Stochastic Dominance

基于多先验期望效用模型的新的决策准则

New decision criteria based on the multi-prior expected utility model

基于序期望效用的洪水保险需求研究

Flood insurance demand based on rank-dependent expected utility theory

期望效用最优意义的最优保险研究

The Optimal Insurance Based on Expected Utility Maximum

基于模糊先验概率的期望效用模型

Expected utility model based on fuzzy prior probability

它主要研究投资者在权衡收益和风险的基础上，实现期望效用最大化的方法，以及由此对整个资本市场产生的影响。

It mostly research to maximum the utility balanced the come in and risk .

均值-风险规则及其与期望效用规则的一致性

Mean-risk rule and compatibility with expected utility rule

期望效用理论与风险排序

Theory of Expected Utility and Ordering of Risks

多先验期望效用决策者的打赌模型

Betting Model of Decision-maker with Multi-prior Expected Utility

改进的期望效用-熵模型在沪市股票选择中的应用研究

Application of the Modified Expected Utility-Entropy Model to Stocks Selecting in Shanghai Stock Market

带交易费及工资的终端资产和消费期望效用最优化

Optimization of Expected Utility from Terminal Wealth and Consumption with Transaction Costs and Wages

主观期望效用模型与实证分析

Subjective Expected Utility Model and Empirical Analysis

期望效用理论及其检验研究

Expected Utility Theories and the Test Study

利用风险厌恶研究了期望效用函数，给出了实用价值较强的不等式。

We discuss expectation utility functions with risk revulsion , and derive a practical inequality .