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
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
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.