论文标题
根据模型规定做出决定
Making Decisions under Model Misspecification
论文作者
论文摘要
我们使用决策理论来面对足够广泛的不确定性，可以将“模型作为近似值”纳入。我们假定存在着具有明确实质性动机的“结构化模型”的特色集合。决策者通过这些模型的镜头面对不确定性，但也将这些模型视为简化，因此，如图所指定的那样。我们在模型歧义下扩展了最高分析，以通过确认决策制定中使用的模型被简化了近似值，从而纳入了引起的不确定性。正式地，我们为结合模型规定问题的决策标准提供了公理的理由。
We use decision theory to confront uncertainty that is sufficiently broad to incorporate "models as approximations." We presume the existence of a featured collection of what we call "structured models" that have explicit substantive motivations. The decision maker confronts uncertainty through the lens of these models, but also views these models as simplifications, and hence, as misspecified. We extend the max-min analysis under model ambiguity to incorporate the uncertainty induced by acknowledging that the models used in decision-making are simplified approximations. Formally, we provide an axiomatic rationale for a decision criterion that incorporates model misspecification concerns.
