适应性最大化者在风险下对决策采用悲观的概率权重
Michael Holton Price1, James Holland Jones2,3,4
1Santa Fe Institute, Santa Fe, California, USA.
Evolutionary human sciences
|August 17, 2023
概括
有机体使用近距离决策系统,而不是直接的适应性最大化,以应对环境挑战. 悲观的概率权衡,源自进化原理,优化了生存和繁殖的决策.
科学领域:
- 进化生物学是进化的生物学.
- 行为经济学是一种行为经济学.
- 决策理论 决策理论
背景情况:
- 标准理性理论无法预测现实世界的选择.
- 行为经济学突出了与预期效用理论的偏差.
- 关于决策的进化解释受到时间尺度不匹配的限制.
研究的目的:
- 开发一个决策的进化模型.
- 为了使近距离决策机制与进化适应性相协调.
- 解释非标准选择行为的出现.
主要方法:
- 构建了一个进化的主体-代理模型.
- 纳入的近似选择变量及其与消费的非线性依赖.
- 在环境随机性下分析决策.
主要成果:
- 直接的健身最大化不适合个人决策.
- 在适当的时间范围内运行的近似系统是必不可少的.
- 悲观的概率权衡通过避免灾难性结果来优化健康状况.
结论:
- 进化有利于那些对不确定性有强度的决策策略.
- 具有悲观权重的等级依赖的预期效用模型与进化压力保持一致.
- 在倍增过程中对零增长的不容忍驱动了悲观的权重.
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