大阪大学・意思決定理論（2014年2学期）

意思決定理論 | ミクロ経済分析2

Decision Making Theory | Microeconomic Analysis 2

• 講義シラバス

• 2学期：木曜2限：演1教室

• オフィスアワー：水曜日 12:50 - 13:50

最終更新日: 2015年1月22日

お知らせ | Announcement

• [15/1/10] --- 履修学生の方は1月31日までにレポート（詳細は↓を参照）を提出してください。

• [14/12/5] --- 12月25日は代講日（金曜日程）のため講義がありません。

• [14/10/25] --- 報告スライドを順次アップしていきます。（報告者名をクリックするとDLできます）

• [14/10/16] --- 講義用スライド（第1〜3回目用）を更に少しだけ改訂しました。

• [14/10/6] --- 講義用スライド（第1〜3回目用）を少し改訂しました。

• [14/10/3] --- 第2回目以降も演1教室を使います。（同時間帯により大きな部屋が空いていないため）

• [14/9/30] --- 第1〜3回目の講義で使用するスライドをアップしました（↓の講義日程を参照）。

• [14/9/28] --- 履修・聴講を希望する方はこちらのオンライン・フォームに必ずご記入ください。 ← 重要！

• [14/4/26] --- 講義は日本語で行います。 | Lectures will be given in JAPANESE.

講義概要・目的 | Course Objective and Content

• 意思決定理論について学びます。最近の関連論文を読みこなし、この分野の研究スタイルを身につけることが主な目的です。

• 最初の数回（3回分を予定）は講義を通じて基礎を勉強し、それ以降は各トピックの主要論文を各回2本のペースで読み進めます。

成績評価 | Grading Policy

• クラス内での発表と期末レポートで評価します。

• 発表について

  • 発表でスライド資料を使う場合は、英語で書く事を推奨します（絶対要件ではありません）。

  • 一人につき、報告30分、質疑応答10分程度の長さを目安に準備してください。

  • 聴講のみの学生にも発表してもらいます。

• レポートについて

  • 次のいずれかを3〜6ページ程度にまとめてe-mailに添付して提出してください。

    • 意思決定理論に関する研究アイデアや論文（の原型）

    • 講義で直接カバーしなかった関連論文に関するコメント

  • 使用言語は、日本語・英語どちらでも構いません。

  • 聴講のみの学生は提出しなくて構いません。

  • 提出期限は1月31日（土）です。

講義テキスト | Textbooks

• メインテキスト

  • Rubinstein, Lecture Notes in Microeconomic Theory, 2nd edition, 2012. Amazon (Kindle)

    • 意思決定理論に詳しい大学院レベルのミクロ経済学テキスト。

    • 最初三回の講義パートで主に参照します。

    • 著者のサイトから登録すると無料でダウンロードすることができます。

  • Caplin and Schotter, eds., The Foundations of Positive and Normative Economics: A Handbook, 2008. Amazon (Kindle)

    • 経済学の方法論を巡る論争をまとめた論文集です。

    • 最後三回分の発表パートで主に参照します。

    • 授業で扱う論文は配布するので、購入する必要はありません。

• 関連図書

  • Gilboa, Theory of Decision under Uncertainty, 2009. Amazon (Kindle) 日本語訳

    • 大学院レベルの意思決定理論の教科書です。日本語版をサっと眺めておくと分野を外観することができます。

  • Glimcher and Fehr, Neuroeconomics: Decision Making and the Brain, 2nd edition, 2013. Amazon (Kindle)

    • 神経経済学のバイブル的教科書です。担当執筆者が異なるため、各章ごとに概ね独立して読むことができます。

  • Kreps, Notes on The Theory of Choice, 1988. Amazon (Kindle)

    • （不確実性下の）意思決定理論のバイブル的講義録です。この分野の専門家を目指すなら必読です。

  • Machina and Viscusi, eds, Handbook of the Economics of Risk and Uncertainty, Volume 1, 2014. Amazon

  • 大垣昌夫・田中 沙織, 行動経済学ー伝統的経済学との統合による新しい経済学を目指して, 有斐閣, 2014. Amazon

    • 行動経済学と神経経済学のアプローチや主要な理論を抑えるのに便利です。

  • 田村坦之・藤田 真一・中村 豊, 効用分析の数理と応用, コロナ社, 1997. Amazon

    • 簡潔ながらも様々な理論、特に非期待効用理論を幅広く解説しています。

講義日程（予定） | Course Schedule (Tentative)

Introduction to Decision Making（講義形式）

• 1. - Preference and Utility 10/2

• 2. - Choice and Revealed Preference 10/9

• 3. - Expected Utility Theory 10/16

講義スライド

テキスト

• *Rubinstein (2012): Lectures 1 - 5, 7, 9.

• Binmore (2009): Chapters 1, 3.

その他の関連文献

• Dubra, J., Maccheroni, F. and Ok, E. (2004)

• Kalai, G., Rubinstein, A. and Spiegler, R. (2002)

• Rabin, M. (2000)

• Varian, J. (1982)

Decision under Uncertainty（これ以降は学生による報告）

• 4. - Non-expected Utility Theory 10/23

  • Machina, M. (1987) --- 鶴田 まなみ

  • Schmeidler, D. (1989) --- 塩澤 康平

• 5. - Ambiguity 10/30

  • Ellsberg, D. (1961) --- 南里 晃徳

  • Gilboa, I. and Schmeidler, D. (1989) --- 陳 偉業

    • Maccheroni, F., Marinacci, M. and Rustichini, A. (2006)

Behavioral Economics

• 6. - Prospect Theory 11/6

  • Kahneman, D. and Tversky, A. (1979) --- 黒川 博文

  • Tversky, A. and Kahneman, D. (1992) --- 渡部 翔太

    • List, J. A. (2004) + Camerer, C. (2003)

• 7. - Fairness 11/13

  • Rabin, M. (1993) --- 熊代 和樹

  • Fehr, E. and Schmidt, K. M. (1999) --- 佐々木 周作

    • Kahneman, D., Knetsch, J. L. and Thaler, R. (1986)

    • Geanakoplos, J., Pearce, D. and Stacchetti, E. (1989)

Dynamic Decision Making

• 8. - Hyperbolic Discounting 11/20

  • Strotz, R. H. (1955) --- 多鹿 智哉

  • Laibson, D. (1997) --- 島田 拓磨

    • Pollak, R. A. (1968)

    • Rubinstein (2003)

• 9. - Dynamic Inconsistency 11/27

  • O'Donogue, T. and Rabin, M. (1999) --- 佐藤 祐亮

  • Halevy (2008) + Saito (2011) --- 森 光矢

    • Nakajima (2011)

Axiomatic "Behavioral'' Theory

• 10. - Choice among Sets 12/4

  • Kreps, D. M. and Porteus, E. L. (1978) --- 木下 拓哉

  • Kreps, D. M. (1979) --- 趙璐

    • Dekel, E., Lipman, B. and Rustichini, A. (2001)

• 11. - Temptation and Self-control 12/11

  • Gul, F. and Pesendorfer, W. (2001) --- 周 愚

    • Dekel, E., Lipman, B. and Rustichini, A. (2009)

    • Kopylov, I. (2012)

Frontier of Decision Making Theory

• 12. - Neuroeconomics 12/18

  • Glimcher and Fehr (2013) など --- 深代 麻緒

    • Camerer, C., Loewenstein, G. and Prelec, D. (2005)

    • Loewenstein, G., Rick, S. and Cohen, J. D. (2008)

    • Kahneman (2011)

• 13. - Controversy and Challenges 1/8 討論形式

  • Bernheim, B. D. and Rangel, A. (2009) --- グループA

  • Gul, F. and Pesendorfer, W. (2008) --- グループB

  • Loewenstein, G. and Haisley, E. (2008) --- グループC

    • Caplin, A. (2008)

    • Bernheim, B. D. (2008)

• 14. - Evolution of Preferences 1/15

  • Robson, A. J. and Samuelson, L. (2011) --- 小川 雅夫

Other Possible Topics

• Non-expected Utility Theory

  • Case Based Decision Theory

  • Knightian Uncertainty

  • Rank-dependent Expected Utility

• Inter-temporal Decision

  • Projection Bias

    • O'Donogue, T. and Rabin, M. (2001)

    • Loewenstein, G., O'Donogue, T. and Rabin, M. (2003)

      • DellaVigna, S. and Malmendier, U. (2006)

  • Dual-self Model

    • Fudenberg, D. and Levine, D. K. (2006, 2012)

• Bounded Rationality

  • Inattention

    • Eliaz, K. and Spiegler, R. (2011)

    • Masatlioglu, Y., Nakajima, D. and Ozbay, E. Y. (2012)

• Axiomatic Approach

  • Addiction and Habit-formation

    • Gul, F. and Pesendorfer, W. (2007)

    • Rozen, K. (2010)

• Social Preferences

  • Psychological Games

    • Geanakoplos, J., Pearce, D. and Stacchetti, E. (1989)

    • Battigalli, P. and Dufwenberg, M. (2009)

  • Reciprocity

    • Camerer, C. and Thaler, H. (1995)

    • Bolton, G. E. and Ockenfels, A. (2000)

    • Falk, R. and Fischbacher, U. (2006)

• Epistemology

  • Knowledge

  • Agree to Disagree

  • No Trade Theorem

• Neuro-/Psychological Theory

  • Mental Accounting

  • Systems 1 and 2

Guest Speakers?

参考文献 - 書籍

• Binmore, Rational Decisions, 2009. Amazon (Kindle)

• Camerer, Loewenstein and Rabin, eds., Advances in Behavioral Economics, 2003. Amazon (Kindle) 目次

• Fishburn: Mathematics of Decision Theory, 1972.

• Gilboa and Schmeidler, A Theory of Case-Based Decisions, 2001. Amazon 日本語訳

• Kahneman, Thinking, Fast and Slow, 2011. Amazon (Kindle) 日本語訳

• Kahneman, Slovic and Tversky, eds., Judgment under Uncertainty: Heuristics and Biases, 1982. Amazon (Kindle) 目次

• Kahneman and Tversky, eds., Choices, Values, and Frames, 2000. Amazon (Kindle) 目次

• Levine, Is Behavioral Economics Doomed? the Ordinary Versus the Extraordinary, 2012. Amazon (Kindle)

• Luce and Raiffa, Games and Decisions: Introduction and Critical Survey, 1957. Amazon (Kindle)

• Savage, L. J., The Foundations of Statistics, 1954, Second edition in 1972, Dover. Amazon (Kindle)

• Spiegler, R., Bounded Rationality and Industrial Organization, 2011. Amazon (Kindle)

• von Neumann, J. and Morgenstern, O., Theory of Games and Economic Behavior, 1944. Amazon (Kindle) 日本語訳

• Wakker, Prospect Theory: For Risk and Ambiguity, 2010. Amazon (Kindle)

• Wilkinson and Klaes, An Introduction to Behavioral Economics, 2nd edition, 2012. Amazon

• 池田新介, 自滅する選択, 東洋経済新報社, 2012. Amazon (Kindle)

• 依田高典, 行動経済学ー感情に揺れる経済心理, 中公新書, 2010. Amazon

• 依田高典, 西村周三, 後藤励, 行動健康経済学ー人はなぜ判断を誤るのか, 日本評論社, 2009. Amazon

• カーネマン, ダニエル・カーネマン心理と経済を語る, 楽工社, 2011. Amazon

• 川越敏司[編著], 経済学に脳と心は必要か?, 河出書房新社, 2013. Amazon

• 小松原崇史, 消費者の時間整合性の問題, 三菱経済研究所, 2007. Amazon

• 酒井泰弘, リスクの経済思想, ミネルヴァ書房, 2010. Amazon

• 竹村和久, 行動意思決定論ー経済行動の心理学, 日本評論社, 2009. Amazon

• 多田洋介, 行動経済学, 日経文庫, 2014. Amazon

参考文献 - 展望論文

• Camerer, C. (2006), Behavioral Economics, in Advances in Economics and Econometrics, Vol.2: 181-214.

• Camerer, C., Loewenstein, G. and Prelec, D. (2005), Neuroeconomics: How Neuroscience Can Inform Economics, Journal of Economic Literature, 43: 9-64.

• DellaVigna, S. (2009), Psychology and Economics: Evidence from the Field, Journal of Economic Literature, 47: 315-372.

• Ellison, G. (2006), Bounded Rationality in Industrial Organization, in Advances in Economics and Econometrics, Vol.2: 142-174.

• Frederick, S., Loewenstein, G. and O'Donoghue, T. (2002), Time Discounting and Time Preference: A Critical Review, Journal of Economic Literature, 40: 351-401.

• Fudenberg, D. (2006), Advancing beyond "Advances in Behavioral Economics", Journal of Economic Literature, 44: 694-711.

• Hammond, P. J. and Zank, H. (2014), Rationality and Dynamic Consistency Under Risk and Uncertainty, in Handbook of the Economics of Risk and Uncertainty, Vol.1: 41-97 (Chapter 2).

• Hey, J. D. (2014), Choice Under Uncertainty: Empirical Methods and Experimental Results, in Handbook of the Economics of Risk and Uncertainty, Vol.1: 809-850 (Chapter 14).

• Karni, E. (2014), Axiomatic Foundations of Expected Utility and Subjective Probability, in Handbook of the Economics of Risk and Uncertainty, Vol.1: 1-39 (Chapter 1).

• Lipman, B. L. and Pesendorfer, W. (2013), Temptation, in Advances in Economics and Econometrics, Vol.1: 243-288.

• Loewenstein, G., Rick, S. and Cohen, J. D. (2008), Neuroeconomics, Annual Review of Psychology, 59: 647-672.

• Machina, M. (1987), Choice Under Uncertainty: Problems Solved and Unsolved, Journal of Economic Perspectives, 1: 121-154.

• Machina, M. (1989), Dynamic Consistency and Non-Expected Utility Models of Choice Under Uncertainty, Journal of Economic Literature, 27: 1622-1668.

• Machina, M. and Siniscalchi, M. (2014), Ambiguity and Ambiguity Aversion, in Handbook of the Economics of Risk and Uncertainty, Vol.1: 729-807 (Chapter 13).

• O'Donogue, T. and Rabin, M. (2006), Incentives and Self-Control, in Advances in Economics and Econometrics, Vol.2: 215-245.

• Rabin, M. (1998), Psychology and Economics, Journal of Economic Literature, 36: 11-46.

• Rabin, M. (2013), Incorporating Limited Rationality into Economics, Journal of Economic Literature, 51: 528-543.

• Robson, A. J. and Samuelson, L. (2011), The Evolutionary Foundations of Preferences, in Handbook of Social Economics, Vol.1A: 221-310 (Chapter 7).

• Starmer, C. (2000), Developments in Non-Expected Utility Theory: The Hunt for a Descriptive Theory of Choice under Risk, Journal of Economic Literature, 38: 332-382.

• 武岡則男, 誘惑と自制の意思決定, 『現代経済学の潮流2012』第5章（日本経済学会編, 東洋経済新報社）, 117-151, 2012.

• 林貴志, 危険と不確実性のもとでの意思決定, 『メカニズムデザインと意思決定のフロンティア』第6章（坂井豊貴編著, 慶應義塾大学出版会）, 129-165, 2014.

参考文献 - 論文

• Anscombe, F. J. and Aumann, R. J. (1963), A Definition of Subjective Probability, Annals of Mathematics and Statistics, 34: 199-205.

• Aumann, R. J. (1962), Utility Theory without the Completeness Axiom, Econometrica, 30: 445-462.

• Battigalli, P. and Dufwenberg, M. (2009), Dynamic psychological games, Journal of Economic Theory, 144: 1-35.

• Bernheim, B. D. (2009), Behavioral Welfare Economics, Journal of the European Economic Association, 7: 267–319.

• Bernheim, B. D. and Rangel, A. (2009), Beyond Revealed Preference: Choice-Theoretic Foundations for Behavioral Welfare Economics, Quarterly Journal of Economics, 124: 51-104.

• Bernoulli, D. (1738/1954), Exposition of a New Theory on the Measurement of Risk, Econometrica, 22: 23-36.

• Bolton, G. E. and Ockenfels, A. (2000), ERC: A Theory of Equity, Reciprocity, and Competition, American Economic Review, 90: 166-193.

• Camerer, C. (2003), Prospect Theory in the Wild: Evidence from the Field, in Advances in Behavioral Economics, Chapter 5: 148-161.

• Camerer, C. and Thaler, H. (1995), Ultimatums, Dictators and Manners, Journal of Economic Perspectives, 9: 209-219.

• Caplin, A. (2008), Economic Theory and Psychological Data: Bridging the Divide, in Caplin and Schotter.

• DellaVigna, S. and Malmendier, U. (2006), Paying Not to Go to the Gym, American Economic Review, 96: 694-719.

• Dekel, E., Lipman, B. and Rustichini, A. (2001), Representing Preferences with a Unique Subjective State Space, Econometrica, 69: 891–934.

• Dekel, E., Lipman, B. and Rustichini, A. (2009), Temptation-Driven Preferences, Review of Economic Studies, 76: 937-971.

• Dubra, J., Maccheroni, F. and Ok, E. (2004), Expected Utility Theory without The Completeness Axiom, Journal of Economic Theory, 118-133.

• Eliaz, K. and Spiegler, R. (2011), Consideration Sets and Competitive Marketing, Review of Economic Studies, 78: 235-262.

• Ellsberg, D. (1961), Risk, Ambiguity and the Savage Axioms, Quarterly Journal of Economics, 75: 643–669.

• Falk, R. and Fischbacher, U. (2006), A Theory of Reciprocity, Games and Economic Behavior, 54: 293-315.

• Fehr, E. and Schmidt, K. M. (1999), A Theory of Fairness, Competition, and Cooperation, Quarterly Journal of Economics, 114: 817-868.

• Fudenberg, D. and Levine, D. K. (2006), A Dual-Self Model of Impulse Control, American Economic Review, 96: 1449-1476.

• Fudenberg, D. and Levine, D. K. (2012), Timing and Self-Control, Econometrica, 80: 1–42.

• Geanakoplos, J., Pearce, D. and Stacchetti, E. (1989), Psychological games and sequential rationality, Games and Economic Behavior, 1: 60-79.

• Gibbard, A. and Varian, H. (1978), Economic Models, Journal of Philosophy, 75: 664-677.

• Gilboa, I. and Marinacci, M. (2013), Ambiguity and the Bayesian Paradigm, in Advances in Economics and Econometrics, Vol.1: 179-242.

• Gilboa, I. and Schmeidler, D. (1989), Maxmin Expected Utility with Non-unique Prior, Journal of Mathematical Economics, 18: 141–153.

• Gilboa, I. and Schmeidler, D. (1995), Case-Based Decision Theory, Quarterly Journal of Economics, 110: 605-639.

• Gilboa, I. and Schmeidler, D. (2003), Inductive Inference: An Axiomatic Approach, Econometrica, 71: 1-26.

• Gul, F. and Pesendorfer, W. (2001), Temptation and Self-Control, Econometrica, 69: 1403–1435.

• Gul, F. and Pesendorfer, W. (2007), Harmful Addiction, Review of Economic Studies, 74: 147-172.

• Gul, F. and Pesendorfer, W. (2008), The Case for Mindless Economics, in Caplin and Schotter.

• Halevy, Y. (2008), Strotz Meets Allais: Diminishing Impatience and the Certainty Effect, American Economic Review, 98: 1145-1162.

• Kahneman, D., Knetsch, J. L. and Thaler, R. (1986), Fairness as a Constraint on Profit Seeking: Entitlements in the Market, American Economic Review, 76: 728-741.

• Kahneman, D. and Tversky, A. (1979), Prospect Theory: An Analysis of Decision under Risk, Econometrica, 47: 263–291.

• Kalai, G., Rubinstein, A. and Spiegler, R. (2002), Rationalizing Choice Functions by Multiple Rationales, Econometrica, 70: 2481-88.

• Kreps, D. M. (1979), A Representation Theorem for "Preference for Flexibility", Econometrica, 47: 565-577.

• Kreps, D. M. and Porteus, E. L. (1978), Temporal Resolution of Uncertainty and Dynamic Choice Theory, Econometrica, 46: 185-200.

• Kopylov, I. (2012), Perfectionism and Choice, Econometrica, 80: 1819–1843.

• Laibson, D. (1997), Golden Eggs and Hyperbolic Discounting, Quarterly Journal of Economics, 112: 443-477.

• List, J. A. (2004), Neoclassical Theory Versus Prospect Theory: Evidence from the Marketplace, Econometrica, 72: 615–625.

• Loewenstein, G. and Haisley, E. (2008), The Economist as Therapist: Methodological Ramifications of 'Light' Paternalism, in Caplin and Schotter.

• Loewenstein, G., O'Donoghue, T. and Rabin, M. (2003), Projection Bias in Predicting Future Utility, Quarterly Journal of Economics, 118: 1209-1248.

• Maccheroni, F., Marinacci, M. and Rustichini, A. (2006), Ambiguity Aversion, Robustness, and the Variational Representation of Preferences, Econometrica, 74: 1447–1498.

• Masatlioglu, Y., Nakajima, D. and Ozbay, E. Y. (2012), Revealed Attention, American Economic Review, 102: 2183-2205.

• Nakajima, D. (2011), First-price Auctions, Dutch Auctions, and Buy-it-now Prices with Allais Paradox Bidders, Theoretical Economics, 6: 473-498.

• O'Donogue, T. and Rabin, M. (1999), Doing It Now or Later, American Economic Review, 89: 103-124.

• O'Donogue, T. and Rabin, M. (2001), Choice and Procrastination, Quarterly Journal of Economics, 116: 121-160.

• Pollak, R. A. (1968), Consistent Planning, Review of Economic Studies, 35: 201-208.

• Rabin, M. (1993), Incorporating Fairness into Game Theory and Economics, American Economic Review, 83: 1281-1302.

• Rabin, M. (2000), Risk Aversion, Diminishing Marginal Utility and Expected Utility Theory: A Calibration Theorem, Econometrica, 68:1281- 1292.

• Rozen, K. (2010), Foundations of Intrinsic Habit Formation, Econometrica, 78: 1341–1373.

• Rubinstein, A. (1988), Similarity and Decision-Making under Risk, Journal of Economic Theory, 46: 145-153.

• Rubinstein, A. (2003), “Economics and Psychology”? The Case of Hyperbolic Discounting, International Economic Review, 44: 1207-1216.

• Rubinstein, A. (2006), Discussion of "Behavioral Economics", in Advances in Economics and Econometrics, Vol.2: 246-254.

• Saito, K. (2011), Strotz Meets Allais: Diminishing Impatience and the Certainty Effect: Comment, American Economic Review, 101: 2271-2275.

• Schmeidler, D. (1989), Subjective Probability and Expected Utility without Additivity, Econometrica, 57: 571–587.

• Strotz, R. H. (1955), Myopia and Inconsistency in Dynamic Utility Maximization, Review of Economic Studies, 23: 165-180.

• Tversky, A. and Kahneman, D. (1992), Advances in prospect theory: Cumulative representation of uncertainty, Journal of Risk and Uncertainty, 5: 297-323.

• Varian, J. (1982), The Nonparametric Approach to Demand Analysis, Econometrica, 50: 945-974. .

• 伊藤孝行 (2012), 合意形成における社会的規範の影響に関する一考察, 情報処理学会研究報告2012: 1-6.