【作者】 李广海；

【导师】 陈通；

【作者基本信息】 天津大学 ， 技术经济及管理， 2007， 博士

【摘要】 按照理性选择模型,只有在假定决策者对每一方案的后果都是在完全清楚、确定无误的情况下(即信息的充分可得性),且所有的备选方案都是已知的,每种方案产生的后果是完全确定的,决策者才能做出完全理性的决策。另外,决策者还必须能把所有的决策后果按照其效用价值排列成完整的效用数列。随着经济学的发展,非主流经济学家却发现传统经济学的许多理论与现实不符,无法解答人们在现实决策中的一些“悖论”。经济学家开始试图修补经典理论,修改效用、禀赋函数、技术和市场信息结构等,但没有满意的答案。于是,一些学者开始注意人类行为本身的重要性,并将行为认知的概念和分析方法引入经济分析,与此同时对人们行为的实验研究也粉墨登场。本文以有限理性为研究的出发点,引入行为认知分析方法和思路对行为决策的框架和过程进行了研究。西蒙的有限理性是本文研究行为决策的主体基础,立足此点对决策维度和基准的选择、参考点的选择及决策准则进行了发展。参考点不是传统理性决策理论认为的那样恒定不变的,而是随着决策目标、环境、进程和时间等因素动态调整的;人们在决策时,目标应该是在有限理性和行为偏差约束下的有限最优,它不同于理性最优和有限理性无原则的满意。在此研究的基础上,考虑到传统经济学基于理性的对决策项目评价的理论完善性、方法多样化和精确可测性,本文提出了接近实际决策的一个基于有限理性的行为决策理论模型。该模型认为理性选择理论在一定程度上反映了决策的情况,但由于决策主体的理性在复杂的决策环境中是有限的,而且行为偏差在决策过程中也是一个扰动变量,因此需要对理性选择模型进行修正。基于有限理性的行为决策综合评价模型提出了将有限理性的定性指标和理性定量指标通过一致性变换,建立了相对优属度矩阵,然后通过模糊优选理论模型来行优选决策。这种行为决策综合评价模型的形成过程更为科学缜密,对决策行为具有较强的理论解释能力。最后,本文简要介绍了基于有限理性行为决策的应用范围,并用一投资项目决策为例,阐述了基于有限理性行为决策的评价过程。本论文是国家自然科学基金《基于有限理性的投资项目经济评价研究》(No.70572043)的部分研究内容。更多还原

【Abstract】 Traditional decision study builds nearly perfect rational choice model based on the assumption of perfect rationality which aim at the risk attribution of economic phenomena. According to the model, people make complete rationality decision only if the decision environment is clear and certain (enough information attained), all selected projects are known, the result of every project is assured, and decision maker can make an array according to the utility value.However, this model slides over the bounded rationality and behavior bias of the people as the main body of decision act. With the development of economics, non-mainstream economists find many theories of traditional economics are not consistent with the realism and can not reply to some paradox. So economists begin to make up classical economic theories and modify utility and gift function, technological and market information structure. It is dejected that they haven’t got the satifactory result. Then some scholar begin to pay attention to study the behavior of the human being and apply the cognitive behavior and behavior analyse method to economic analyse. At the same time, the experiment study of the behavior is called.In this paper, the behavior decision-making is studied based on bounded rationality by means of introducing the analyzing methods and ideas of behavior cognizance. Bounded rationality of Simon is the main base of behavior decision-making. On the basis of bounded rationality, the dimension of decision-making, the choice of bench and reference point and decision-making guidance is improved. Reference point is adjusted according to the decision-making guidance, environment, procedure and time rather than stabled by traditional rational decision-making theory. When decision made, the guidance should be the optimaztion subjected to bounded rationality and behavior bias. It is deferent with the rational optimaztion and unprincipled satisfaction guidance of bounded rationality.Above all, thinking about the theory perfection, method diversification and exactly mesurablity of project evaluation based rationality in traditional economics, the behavior decision-making theory model based on bounded rationality which is close to realistic decision-making. In this model, rational choice theory is a part reflection to decision-making practice. The rationality of main body is limited in complex decision-making environment and behavior bais is a disturbing variable is decion-making process. So the modification to rational choice model should be done. Based on the bounded rationality and behavior bias intergration model, the relative membership degree is built by means of the coherence change of the qualitative indexes of bounded rationality and the quantitative indexes and the decisions are made by inducing optimization theory. This new model is more scientific and stronger to explain the decision-making.Finally, the application of behavior decision-making based on bounde rationality is introduced. And a decision-making example of investment project is taken to expatiate the evaluation process of decision-making based on bouned rationality.This thesis is the part of the research on investment project economic appraisal based on bounded rationality which is funded by National Science Foundation (No.70572043).更多还原