行為經(jīng)濟(jì)學(xué)課件notes on the origin of predictable behavior

1、Notes on The Origin of Predictable BehaviorAuthor: R. A. Heiner123前言：可預(yù)測(cè)行為的起源對(duì)于最優(yōu)化理論的批評(píng)，要求有一個(gè)替代性的、更好的理論框架；一種基于真實(shí)動(dòng)態(tài)過程的批評(píng)意見是：最優(yōu)化理論是一種基于錯(cuò)誤假設(shè)的代理理論；但演化框架與最優(yōu)理論可以共存的，比如，Alchian論述到：演化的結(jié)果就是，存活下來的agents會(huì)像他們能夠最大化那樣行動(dòng)；Heiner提出一種新思路：正是在不確定性下有限的最大化行為，使得行為可預(yù)測(cè)。4I. Problems with the Methodological Arguments for Opti

2、mization已有的理論，引入信息來修正模型，但都潛在地假設(shè)agent的能力與問題的復(fù)雜性是完全匹配的；Heiner提出，Competence與Difficulty之間存在差距（C-D gap），這用于描述不確定性；從不確定環(huán)境中辨識(shí)更為喜好之物，要求agents的反應(yīng)策略不至于變化多端，是有限且比較穩(wěn)定的（動(dòng)物與人們的日常行為，魔方的解法，麻將的打法），故而可以被觀察者預(yù)測(cè)到。如果agents沒有不確定性，可以對(duì)所有環(huán)境與擾動(dòng)做最大化反應(yīng)，那么這種行為難以預(yù)測(cè)。不確定性會(huì)限制行為的靈活度（flexibility）。5II. How uncertainty generates flexibi

3、lity constrained behaviorenvironment e, perceptual p, determine C-D gapU=u( )the probilities of the right or wrong time to select the action (e) and 1-(e)the conditional probability of selecting the action when it is actually the right time is written r(U); when this happens, the resulting gain in p

4、erformance (compared to staying within the initial repertoire) is g(e)conditional probability of selecting the action when it is actually the wrong time is written w(U); consequent loss is l(e)6II. How uncertainty generates flexibility constrained behaviorr/w, the chance of correctly selecting the a

5、ction at the right time relative to the chance of mistakenly selecting it at the wrong time.r, w, is unknown7II. How uncertainty generates flexibility constrained behavior什么時(shí)候會(huì)有新的行為？在期望收益大于期望損失的時(shí)候。8QuestionII. How uncertainty generates flexibility constrained behaviorThat is to say:g(e)r(U)(e)l(e)r(

6、U)(1-(e)Reliability Condition:r(U)/w(U) as the “actual”reliability of selecting an action, in comparison to the minimum “required” reliability specified by the tolerance limit, T(e).9A. Uncertainty generates Rules which are adapted only to likely or recurrent situations10B. selection processes do no

7、t simulate Optimizing BehaviorRule-governed behavior, not maximize performance.C. Weak selection processes may allow dysfunctional behavior to persistD. Greater uncertainty will cause rule governed behavior to be more predictabler(U)/w(U) will drop as e and p changing into an inferior situation. 11I

8、V. Explaining Predictable BehaviorThe major differences between the new framework and that of traditional optimization theory:12IV. Explaining Predictable Behavior帶來不確定性的因素有很多。對(duì)環(huán)境、偏好的認(rèn)知能力不足；對(duì)于概率信息的掌握不夠；對(duì)于歷史的理解、識(shí)別潛在行為及其未來的走向的影響，能力上的不足。13IV. Explaining Predictable Behavior原有的理論解釋何中情形下發(fā)生行為偏離，但忽視了不確定性下關(guān)

9、于潛在信息的處理，無法解釋何時(shí)偏離。14IV. Explaining Predictable Behavior信息的敏感度有高下之分。Reliability Condition可以用來識(shí)別。15IV. Explaining Predictable Behavior行為規(guī)則可以解釋外在行為表現(xiàn)與內(nèi)在機(jī)制。16IV. Explaining Predictable Behavior：illustration對(duì)于偏好的完全可比性，作者提出了質(zhì)疑，比如消費(fèi)者對(duì)于其消費(fèi)習(xí)慣之外的商品也有清晰的偏好嗎？我們一定要通過假設(shè)全通的偏好來排除這個(gè)問題么？難道不正式對(duì)這一假設(shè)的背反，才有消費(fèi)者對(duì)價(jià)格反映規(guī)律嗎？17

10、IV. Explaining Predictable Behavior：illustration社會(huì)制度與習(xí)俗是對(duì)社會(huì)生活中不斷重復(fù)出現(xiàn)情景的規(guī)定。18IV. Explaining Predictable Behavior：illustration補(bǔ)充“理性預(yù)期理論”，要考慮agents對(duì)于未來信念的處理方式；在這一信念下，agents對(duì)于信息以及相應(yīng)反應(yīng)的敏捷程度。19V. Application to Economics ModelingArrow觀察到美國(guó)的洪水保險(xiǎn)“非理性”的無人問津。20V. Application to Economics Modeling解釋：“黑天鵝”事件趨近于

11、無窮多，如有正費(fèi)用的保險(xiǎn)，那么總保費(fèi)一定會(huì)高于有限的終身財(cái)富。用Reliable Condition來解釋。21VI. Switching and Punctuation Dynamics 環(huán)境的變化導(dǎo)致行為的改變。22VI. Switching and Punctuation Dynamics 某些個(gè)體特征的微小變化，不足以使得行為發(fā)生改變；但其他外部變量的變化，可能會(huì)突然使得行為變化。23VI. Switching and Punctuation Dynamics 這使得行為或特征演化出現(xiàn)一種間斷性的突然變化。24VII. Hierarchical Structure and Evolut

12、ion of Reliable Complexity結(jié)構(gòu)化的系統(tǒng)每一個(gè)系統(tǒng)都由子系統(tǒng)組成層層“疊加”25VII. Hierarchical Structure and Evolution of Reliable Complexity嚴(yán)整性與靈活性的矛盾；相似的結(jié)構(gòu)要素難以滿足更大的靈活性；只有用層級(jí)更豐富的系統(tǒng)，才能容納下更多的靈活性。26VII. Hierarchical Structure and Evolution of Reliable Complexity分子生物學(xué)的證據(jù)支持27VII. Hierarchical Structure and Evolution of Reliable Complexity層級(jí)越豐富，在不損失過程的精準(zhǔn)條件下，可以容納的復(fù)雜、精致行為就越多。28VII. Hierarchical Structure and Evolution of Reliable Complexity層級(jí)結(jié)構(gòu)系統(tǒng)的思想，也在認(rèn)知學(xué)習(xí)過程中具有重要性。迭代式的過程，已經(jīng)被用在很多的策略制定活動(dòng)中，比如打撲克和玩魔方。29VII. Hierarchical Structure and Evolution of Reliable Complexity發(fā)展心里學(xué)