予定表 -詳細情報-
| 件名 | WS 武岡則男氏 |
| 開始日時 | 2011年 6月 2日 (木曜日) 16時30分 (GMT+09:00) |
| 終了日時 | 2011年 6月 2日 (木曜日) 18時00分 (GMT+09:00) |
| 場所 | 1号館 4階401教室 |
| 詳細 | 【報告者】武岡則男氏(横浜国立大学 経済学部准教授) 【報告タイトル】Stochastic Endogenous Time Preference 【場所】1号館 4階401教室 【概要】 武岡准教授は横浜国立大学経済学部国際経済学科のグローバル経済講座の准教授であり、ミクロ経済学、意思決定理論などの研究を行っている。特に、最近のテーマは不確実性下と異時点間の意思決定問題であり、最近のG-COEGLOPE2における実験テーマに関連している。今回は同教授の最新の研究(概要は下記)をうかがい、政治経済学実験を伴う本プロジェクトへの応用の可能性を検討する。 概要:Preference for flexibility arises inherently in sequential decision making. However, a majority of the literature accommodating this behavior has limitations to capture changing preference for flexibility across time. This study incorporates the histories of past consumption into an infinite horizon extension of Dekel, Lipman, and Rustichini (2001),and models a decision maker who may change preference for flexibility according to her histories of past consumption. In particular, we focus on a decision maker having preference for flexibility because she is uncertain about future time preference or discount factors, and such uncertainty evolves according to histories of past consumption. Within our framework, we can compare attitude toward flexibility across different histories, in terms of a trade-off between earlier but smaller rewards and later but larger rewards. This comparison characterizes a property of the representation in which the decision maker's belief about future discount factors at some history is greater than her belief at another history in the increasing convex and concave stochastic orders. That is, the former belief is interpreted as being more patient than the latter in a stochastic sense. |
| カテゴリー | ワークショップ・セミナー |







