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Una teoria della decidibilità: entropia e scelte in condizioni di incertezza

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  • Pietro Coretto

    (Università di Salerno)

Abstract

Questo lavoro presenta un nuovo modello di scelta in condizioni di incertezza. Dopo aver introdotto una caratterizzazione del concetto di incertezza, si dimostra, su base assiomatica, come sia possibile interpretare la funzione di entropia come misura di incertezza debole. I concetti di entropia e di utilità attesa sono impiegati per costruire su base assiomatica una nuova funzione: la funzione di decidibilità, che è in grado di ordinare le preferenze sullo spazio delle lotterie. Infine si mostra che questo modello è in grado di razionalizzare sia il paradosso di Allais che quello di Ellsberg.

Suggested Citation

  • Pietro Coretto, 2002. "Una teoria della decidibilità: entropia e scelte in condizioni di incertezza," Rivista di Politica Economica, SIPI Spa, vol. 92(6), pages 33-68, November-.
    • Handle: RePEc:rpo:ripoec:v:92:y:2002:i:6:p:33-68
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    References listed on IDEAS

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    1. Daniel Kahneman & Amos Tversky, 2013. "Prospect Theory: An Analysis of Decision Under Risk," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 6, pages 99-127, World Scientific Publishing Co. Pte. Ltd..
    2. Schmeidler, David, 1989. "Subjective Probability and Expected Utility without Additivity," Econometrica, Econometric Society, vol. 57(3), pages 571-587, May.
    3. Truman F. Bewley, 1986. "Knightian Decision Theory: Part 1," Cowles Foundation Discussion Papers 807, Cowles Foundation for Research in Economics, Yale University.
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    More about this item

    JEL classification:

    • D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
    • D89 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Other
    • C91 - Mathematical and Quantitative Methods - - Design of Experiments - - - Laboratory, Individual Behavior

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