风险决策的情绪数理模型

doi:10.3969/j.issn.1007-7375.2021.05.010

工业工程 ›› 2021, Vol. 24 ›› Issue (5): 77-88.doi: 10.3969/j.issn.1007-7375.2021.05.010

风险决策的情绪数理模型

张国锋¹, 毛北行², 杜虎兵¹

1. 西安工业大学行为计算研究所，陕西西安 710021;
2. 郑州航空工业管理学院理学院，河南郑州 450015

收稿日期:2020-03-27 发布日期:2021-11-02
作者简介:张国锋(1970—)，男，山西省人，讲师，博士，主要研究方向为行为选择、仿生智能控制
基金资助:
国家自然科学基金资助项目(61471288)；西安工业大学博士启动基金资助项目(204-000120)

An Algebraic Model Involving Emotions for Risky Decision Making

ZHANG Guofeng¹, MAO Beixing², DU Hubin¹

1. Institute of Behavior Computing, Xi'an Technological University, Xi'an 710021, China;
2. Department of Mathematics and Physics, Zhengzhou Institute of Aeronautical Industry Management, Zhengzhou 450015, China

Received:2020-03-27 Published:2021-11-02

摘要/Abstract

摘要： 已有风险决策模型只能对部分个体的决策结果作出解释。其根本原因在于3个方面：没有将个体情绪包含在内，所采用的单一决策模式及单向数据拟合方法不合理。这些问题需要采用4项措施来解决。依据情绪函数的一般特性，为结果及其实现概率分别设计情绪函数。根据信息的控制加工逻辑，确定情绪函数之间的加和关系，用多模式决策替代单一模式决策。建立双向拟合方法，替代单向拟合方法。从而建立决策情绪模型，使所有个体的选择行为都获得解释。利用前景理论经典案例及14个异常行为案例，对所建模型进行了验证。所建模型为风险决策问题的解决提供了一个新的途径.

关键词: 风险决策, 情绪, 双向拟合

Abstract: The existing risk decision-making models can only explain the selection results of some individuals. The fundamental reasons are attributed to three aspects: the emotion of an individual is not included; the single decision pattern and one-way data fitting method are unreasonable. The following four measures have been adopted to solve these problems. Emotion functions are designed for the outcome and its likelihood respectively, according to its general characteristics. The additive relation between emotion functions is determined, based on the controlled information processing model. A multiple decision pattern is used instead of the single decision pattern. Finally, a two-way fitting method is established to replace the one-way fitting one. Therefore, a risky decision-making model containing emotion is established to explain all individuals' choices. The model is checked and verified by the classic cases of Prospect Theory and 14 anomalies. The developed model provides a novel solution to the problem of risky decision-making.

Key words: risky decision making, emotion, two-way fitting

中图分类号:

C934

张国锋, 毛北行, 杜虎兵. 风险决策的情绪数理模型[J]. 工业工程, 2021, 24(5): 77-88.

ZHANG Guofeng, MAO Beixing, DU Hubin. An Algebraic Model Involving Emotions for Risky Decision Making[J]. Industrial Engineering Journal, 2021, 24(5): 77-88.

参考文献

[1] BERNOULLI D. Exposition of a new theory on the measurement of risk[J]. Econometrica, 1954, 22(1): 23-36
[2] BIRNBAUM M H, DIECIDUE E. Testing a class of models that includes majority rule and regret theories: transitivity, recycling, and restricted branch independence[J]. Decision, 2015, 2(3): 145-190
[3] KAHNEMAN D, TVERSKY A. Prospect theory: an analysis of decision under risk[J]. Economica, 1979, 47(2): 63-291
[4] TVERSKY A, KAHNEMAN D. Advances in prospect theory: cumulative representation of uncertainty[J]. Journal of Risk and Uncertainty, 1992, 5(4): 297-323
[5] NICHOLAS C B. Thirty years of prospect theory in economics: A review and assessment[J]. Journal of Economic Perspectives, 2013, 27(1): 173-196
[6] 陈焕之. 认知心理学[M]. 广州: 广东教育出版社, 2006.
CHEN Huanzhi. Cognitive psychology[M]. Guangzhou: Guangzhou Education Press, 2006.
[7] LOOMES G, SUGDEN R. Regret theory: an alternative theory of rational choice under uncertainty[J]. The Economic Journal, 1982, 92(368): 805-824
[8] LOOMES G. When actions speak louder than prospects[J]. The American Economic Review, 1988, 78(3): 463-470
[9] HARLESS D W. Actions versus prospects: the effect of problem representation on regret[J]. American Economic Review, 1992, 82(3): 634-649
[10] ANDERSON N H. Information integration theory: a brief survey[J]. Contemporary Developments in Mathematical Psychology, 1974, 2: 236-305
[11] BIRNBAUM M H, STEGNER S E. Source credibility in social judgment: bias, expertise, and the judge's point of view[J]. Journal of Personality and Social Psychology, 1979, 37(1): 48-74
[12] BIRNBAUM M H. The nonadditivity of personality impressions[J]. Journal of Experimental Psychology, 1974, 102(3): 543-561
[13] BIRNBAUM M H, ZIMMERMANN J M. Buying and selling prices of investments: configural weight model of interactions predicts violations of joint independence[J]. Organizational Behavior and Human Decision Processes, 1998, 74(2): 145-187
[14] BHATIA S, LOOMES G. Noisy preferences in risky choice: A cautionary note[J]. Psychological Review, 2017, 124(5): 678-687
[15] SOPHER B, GIGLIOTTI G. Intransitive cycles: rational choice or random error? an answer based on estimation of error rates with experimental data[J]. Theory and Decision, 1993, 35(3): 311-336
[16] BIRNBAUM M H, LACROIX A R. Dimension integration: testing models without tradeoffs[J]. Organizational Behavior and Human Decision Processes, 2008, 105(1): 122-133
[17] BIRNBAUM M H. True-and-error models violate independence and yet they are testable[J]. Judgment and Decision Making, 2013, 8(6): 717-737
[18] BIRNBAUM M. H. Behavioral models of decision making under risk[M]//RAUE M, LERMER E, STREICHER B. Psychological perspectives on risk and risk analysis. Switzerland: Springer, Cham, 2018.
[19] BIRNBAUM M H. New paradoxes of risky decision making[J]. Psychological Review, 2008, 115(2): 463-501
[20] BRANDSTATER E, GIGERENZER G, HERTWIG R. The priority heuristic: choices without tradeoffs[J]. Psychological Review, 2006, 113: 409-432
[21] PACHUR T, SUTER R S, HERTWIG R. How the twain can meet: prospect theory and models of heuristics in risky choice[J]. Cognitive Psychology, 2017, 93: 44-73
[22] RODRIGO M J, PADRÓN I, DE VEGA M, et al. Neural substrates of counterfactual emotions after risky decisions in late adolescents and young adults[J]. Journal of Research on Adolescence, 2018, 28, (1): 70-86
[23] SIMONOVIC B, STUPPLE E J N, GALE M, et al. Stress and risky decision making: cognitive reflection, emotional learning or both[J]. Journal of Behavioral Decision Making, 2017, 30(2): 658-665
[24] 张国锋, 王牛, 熊虎. 情绪博弈的行为计算原理[J]. 系统仿真学报, 2015, 27(1): 29-36
ZHANG Guofeng, WANG Niu, XIONG Hu. Principe of behavior computing on emotional game[J]. Journal of System Simulation, 2015, 27(1): 29-36
[25] WANG X T, JOHNSON J G. A tri-reference point theory of decision making under risk[J]. Journal of Experimental Psychology General, 2012, 141(4): 743-756
[26] 何华. 认知心理学[M]. 上海: 上海交通大学出版社, 2017: 124-132.
HE Hua. Cognitive psychology[M]. Shanghai: Shanghai Jiaotong University Press, 2017: 124-132.
[27] BLEICHRODT H, WAKKER P P. Regret theory: a bold alternative to the alternatives[J]. The Economic Journal, 125 (583): 493-532.
[28] EREV I, ERT E, PLONSKY O, et al. From anomalies to forecasts: toward a descriptive model of decisions under risk, under ambiguity, and from experience[J]. Psychological Review, 2017, 124(4): 1-42
[29] ERT E, EREV I. On the descriptive value of loss aversion in decisions under risk: six clarifications[J]. Judgment & Decision Making, 2013, 8(3): 214-235

风险决策的情绪数理模型

An Algebraic Model Involving Emotions for Risky Decision Making

RichHTML

PDF

可视化

摘要/Abstract

引用本文

使用本文

参考文献

相关文章 10

编辑推荐

Metrics

本文评价

[1]	尚春燕, 关志民, 米力阳. 基于均值-CVaR的回购契约供应链创新协调机制[J]. 工业工程, 2019, 22(5): 43-49,67.
[2]	周从根, 姜雯, 王海燕. 社区健康服务中心预防保健服务的预约策略[J]. 工业工程, 2019, 22(3): 119-125,131.
[3]	吴健, 鲁芳, 罗定提. 基于游客感知服务质量的多目标旅游产品优化设计[J]. 工业工程, 2018, 21(3): 41-48.
[4]	陈晔, 陈萌, 徐海燕, 谢华. 基于FCM-DEMATEL航班风险评估与改进[J]. 工业工程, 2017, 20(3): 1-8,27.
[5]	王宁, 苗瑞, 江志斌. 基于博弈论的公立医院分级诊疗服务策略[J]. 工业工程, 2017, 20(2): 26-31.
[6]	杨雷, 习鹏. 决策者个性混合群体观点演化的仿真[J]. 工业工程, 2011, 14(1): 23-27.
[7]	许岩, 赖朝安. 云制造模式下基于多目标非合作博弈的服务租赁定价策略[J]. 工业工程, 2020, 23(1): 112-118,133.
[8]	尚春燕, 关志民, 米力阳. 政府干预下考虑双重行为偏好特征的闭环供应链决策与协调[J]. 工业工程, 2021, 24(1): 35-43.
[9]	刘珈琪, 刘继才, 雷晓莹. PPP项目政府激励与社会资本努力的演化博弈与仿真[J]. 工业工程, 2021, 24(2): 77-84.
[10]	王建斌, 李程. 基于服务价格和质量承诺的服务商竞争策略研究[J]. 工业工程, 2021, 24(5): 9-17.