expected utility 中文意思是什麼

expected utility 解釋
期望效益
  • expected : 期待,期望
  • utility : n 1 有用,有益;實用,【經濟學】效用;功利;〈常 pl 〉 有用的東西。2 【哲學】功利主義。3 【戲劇】...
  1. In the 4th section we study the optimal consumption and portfolio wher e the stock price with mixed jump - diffusion process, and get the explicit solution of this problem with maximum expected uti1ity ( uti1ity function with constant coefficient and risk averseness ). in the 5th section of this thesis give an concrete example, consider optimal consumption and investment tactics with jump events, and get the optimal consumption and portfolios under maximize expected utility ( risk detesting utility function with constant coefficient etc. )

    第四章考慮了股票價格的動態過程基於復合跳躍? ?擴散過程下的最優消費及投資策略,並求出了期望效用(常系數風險厭惡型效用函數)最大化下的最優消費和投資組合。第五章考慮了由於外部事件的影響導致股票價格的動態路徑出現跳躍時的最優消費及投資策略,並求出了期望效用(常系數風險厭惡型效用函數)最大化下的最優消費和投資組合。
  2. 3. " utility " concept is introduced into the engineering area. to unify the economic and non - economic factors in engineering structures risk analysis the max expected utility value ( euv ) method is presented

    3 、引進了「效益」的概念,提出了在工程結構風險分析中應用最大期望效益準則( euv )的方法,使經濟價值因素和非經濟價值因素得到統一。
  3. And then, it especially introduces the theoretical basis of pert predicted method and the technology of monte - carlo simulation, it ascertain the random variables of the model by analysing the uncertainty factors of economic effect index. and it brings forward random npv model in the light of basic npv model. using the theory of expected utility to evaluate the risk of project by the probability distribution of project ' s npv

    通過分析影響項目經濟效益指標的不確定性因素,確定了模型的隨機變量;根據基本凈現值模型提出了隨機凈現值模型;通過項目凈現值的概率分佈運用期望效用理論對項目的風險進行評價。
  4. The owner - occupied housing demand is determined by ( 1 ) the disposable non - capital income, ( 2 ) the unit cost of owning a house, ( 3 ) the expected resale price, ( 4 ) the weight of bequest function in the utility function

    自有房屋的需求主要取決于(一)可利用的非資本所得(祖先的遺贈金額加上恆常所得減掉最低遺贈限值) , (二)單位擁屋成本(當期房價加上預期的單位使用者成本) , (三)預期重出售房價, (四)遺贈函數在效用函數的權重。
  5. This paper utilizes stochastic optimal control theory, ito formula in stochastic analysis and nonlinear filter technique to maximize the expected utility from the terminal wealth

    本文運用隨機最優控制理論、隨機分析中的it ( ? )公式及非線性濾波技術,研究投資者極大化終止時刻期望效用的最優投資策略問題。
  6. Then, based on the basic principle of expected utility theory, it introduces the determinate method of utility function and seeks the value of expected utility in the light of decision - maker ' s curve of utility function

    接著,本文結合期望效用理論的基本原則,介紹了效用函數的確定方法,根據決策者的效用函數曲線求出其期望效用值。
  7. This model takes the expected utility net for decision standard, and it enables us to thoroughly analyze the characters of investment and to evaluate the profit and risk of investment plan by applying the method of multiobjective decision. this model contributes to make correct decision

    該模型用期望效用值作為決策標準,運用多目標決策方法,較全面地考慮了投資的多種特點,基本能全面地綜合評價投資方案的收益及風險大小,有助於正確決策。
  8. These standards, due to which even mistaken decisions are caused, can never meet the need of the analysis on the multiobjective risky decision in investment. as a better choice, this paper puts forward the principles about the analysis on it, including sharp index and lint index, expected utility net, etc. the third section establishes a multiobjective risky decision model

    作為一種改進,本文提出了多目標風險型決策分析的決策規則,包括夏普指數法和林特指數法、期望效用值法等。第三部分,提出了建立多目標風險型投資決策模型。
  9. 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

    本文結合前人的研究,利用pert預測法和蒙特卡洛模擬法,建立了項目的隨機凈現值模型。通過分析凈現值的概率分佈,利用期望效用理論得出決策者的期望效用值,對項目作出決策。
  10. Indeed, the developing countries had expected that the new dispute settlement process would help the weaker trading partners in enforcing the rights and obligations under the various wto agreements. in fact, the supposed benefits of such an effective dispute settlement system were one of the main persuasive factors for several developing countries to agree to the uruguay round agreements. though the dsu has brought about some degree of predictability and efficiency in the resolution of disputes, the utility of the system in actual operation has fallen far short of the initial expectations and euphoria

    人們普遍認為由於雙邊途徑奉行的是實力政策,而發展中國家無論是經濟實力,還是貿易報復能力都處於劣勢,因此僅憑借雙邊途徑,發展中國家不能很好地維護自身利益;而在wto爭端解決機制這種多邊的爭端解決機制下,各成員方不分大小、強弱,都有權援用爭端解決機制,以謀求公正、合理地解決相互間的經貿糾紛,因而wto爭端解決機制對于經濟實力較弱的發展中國家無疑有著特殊的好處。
  11. New decision criteria based on the multi - prior expected utility model

    基於多先驗期望效用模型的新的決策準則
  12. The results improve our understanding of the utility of tl as an indicator of sedimentary environment and provide insight into what types of ocean sediments are amenable for study. the comparison of the 18o with the tl cycles indicates that the tl dose display the expected coupling relation with interglacial and glacial climate cycles

    尤以位於東經90海嶺上的以遠洋沉積作用為主的md81349巖芯最為理想,陸源剝蝕產物在其沉積記錄中所佔比例較少,有孔蟲和超微化石為代表的遠洋成因的灰白色生物軟泥構成主要的沉積組分。
  13. At the end, it proofs how to use the model of random npv and theory of expected utility to evaluate the project

    最後通過案例實際驗證了如何利用隨機凈現值模型和期望效用理論對項目進行評價。
  14. But in 1738 daniel bernoulli brought forward the st. petersburg paradox to explain that the expected value hypothesis could n ' t figure the action of people ' s decision - making fully, and further brought forward the theory of expected utility to direct people ' s decision - making objectively

    但早在1738年danielbernoulli提出的聖?彼得堡矛盾就說明了期望值假說並不能完全描述人們的決策行為,進而提出的期望效用理論能夠較為客觀地指導人們的決策。
  15. By establishing a dynamic mathematic model, this dissertation works out a reasonable solution to the distribution of individual assets among consumption, investment and insurance purchasing in order to achieve the maximum expected utility of consumption and final wealth endowment

    本論文通過建立動態的數學模型,解決投資者的資產在消費、投資和購買保險之間進行合理分配,以達到個人期望消費效用和終值財富效用最大化。
  16. Second, the rules of gdm are studied in detail. as a result, two aggregation rules of the individual preference called " the rule of the maximum preference consensus " and " the rule of the maximum expected utility of the group " are presented

    其次,對群體決策的準則進行了較為深入的研究,給出了個體偏好序集結的兩個準則,並且提出了群體決策復合準則策略,用以解決平局問題。
  17. The model shows that the existence of rent - seeking activities ( dup ) resulting in the m & a of bankrupts, and sometime happen even more easily. the model explains it according to the economical theory that each social group maximizes their expected utility

    模型的結論是由於尋租(即dup ,尋求直接的非生產性利潤) ,使得困難企業的被購並成為可能,甚至比非困難企業的購並更容易實現。
  18. Multiple objectives evaluation index system and analytical hierarchy process ( ahp ). three decision - making theories on venture capital ( net present value theory, expected utility theory, and option theory ) are compared with each other. for the system engineering component, a multiple objectives evaluation index system was set up, followed by an application of ahp to data processing

    本文首先比較分析了凈現值理論、預期效用理論、期權理論等典型的風險投資決策理論,然後從系統工程的思想出發,建立了風險投資多目標綜合評價指標體系,進而應用多層次分析法數學模型對風險投資決策問題進行了分析。
  19. In continuous - lime framework, assuming that asset price follows stochastic diffusion process, it introduces parametric uncertainty, and applies stochastic dynamic programming to derive the closed - form solution of optimal portfolio choice, which maximizes the expected power utility of investor ' s terminal wealth ; in discrete - time framework, continuous compounding monthly returns of risky asset are assumed to be normal i. 1. d., it applies the rule of bayesian learning to do empirical study about two different sample of shanghai exchange composite index

    在連續時間下假設資產的價格服從隨機擴散過程,引入參數不確定性,利用隨機動態規劃方法推導出風險資產最優配置的封閉解,使投資者的終期財富期望冪效用最大;在離散時間下假設風險資產的連續復合月收益率服從獨立同分佈的正態分佈,通過貝葉斯學習準則,以上證綜合指數不同區間段的兩個樣本做實證研究。
分享友人