Probabilistic choice (models) as a result of balancing multiple goals

Date

2013

Authors

Swait, J.
Marley, A.A.J.

Editors

Advisors

Journal Title

Journal ISSN

Volume Title

Type:

Journal article

Citation

Journal of Mathematical Psychology, 2013; 57(1-2):1-14

Statement of Responsibility

Conference Name

Abstract

We conceptualize probabilistic choice as the result of the simultaneous pursuit of multiple goals in a vector optimization representation, which is reduced to a scalar optimization that implies goal balancing. The majority of prior theoretical and empirical work on such probabilistic choice is based on random utility models, the most basic of which assume that each choice option has a valuation that has a deterministic (systematic) component plus a random component determined by some specified distribution. An alternate approach to probabilistic choice has considered maximization of one quantity (e.g., utility), subject to constraints on one or more other quantities (e.g., cost). The multiple goal perspective integrates the results regarding the well-studied multinomial logit model of probabilistic choice that has been derived from each of the above approaches; extends the results to other models in the generalized extreme value (GEV) class; and relates them to recent axiomatic work on the utility of gambling.

School/Discipline

Dissertation Note

Provenance

Description

Access Status

Rights

Copyright 2013 Elsevier

License

Grant ID

Call number

Persistent link to this record