2023年6月17日土曜日

Isabella M. Weberさんのツイート　Ellsberg 2023/06/17

 
 
Isabella M. Weber
⁦‪@IsabellaMWeber‬⁩
Ellsberg's papers on decision theory are classics. In '19 he came to ⁦‪@UMassEcon‬⁩. He said it was the first time an economics department invited him to speak about economics in 50 years.

"Dollar Auction, Unendable Wars, and Gambling with Catastrophe": youtu.be/YmmN8AiXVL0

RIP pic.twitter.com/yQKe2s5JMX
 
2023/06/17 5:09
 
 
決定理論に関するエルズバーグの論文は古典です。 '19年に@UMassEconに来ました。同氏は、経済学部から経済学について講演するよう招待されたのは50年ぶりだと述べた。

「ドルオークション、終わりのない戦争、大惨事を伴うギャンブル」: youtu.be/YmmN8AiXVL0

RIP


Daniel Ellsberg Lecture, “The Dollar Auction, Unendable Wars and Gamblin...
2019/10/31


Ellsberg, Daniel (1961). "Risk, Ambiguity, and the Savage Axioms"(PDF). Quarterly Journal of Economics. 75 (4): 643–669. doi:10.2307/1884324. JSTOR 1884324.none


ダニエル・エルズバーグ - Wikipedia
https://ja.wikipedia.org/wiki/%E3%83%80%E3%83%8B%E3%82%A8%E3%83%AB%E3%83%BB%E3%82%A8%E3%83%AB%E3%82%BA%E3%83%90%E3%83%BC%E3%82%B0

ダニエル・エルズバーグ

ダニエル・エルズバーグ[1]
ジョージタウン大学にて、2014年4月22日
人物情報
全名Daniel Ellsberg[1]
生誕1931年4月7日[1]
アメリカ合衆国の旗アメリカ合衆国・イリノイ州シカゴ[1]
死没2023年6月16日（92歳没）
アメリカ合衆国の旗アメリカ合衆国・カリフォルニア州
出身校ハーバード大学経済学部[1]
キングス・カレッジ (ケンブリッジ大学)
学問
学位博士号（ハーバード大学、1959年）[1]
特筆すべき概念エルズバーグの逆説（英語版）（エルズバーグのパラドックス）
主な受賞歴ガンディー平和賞（en:Gandhi Peace Award、1976年）
ライト・ライブリフッド賞（2006年）
ドレスデン平和賞（2016年）[2]
公式サイト
http://www.ellsberg.net/
テンプレートを表示

ダニエル・エルズバーグ（英語: Daniel Ellsberg、1931年4月7日 - 2023年6月16日）は、アメリカ合衆国（米国）の経済学者、核戦略研究者、平和運動家。

経歴

File:Daniel Ellsberg psychiatrist filing cabinet.jpg ミシガン州デトロイト出身[1]。1952年、ハーバード大学経済学部卒業[1]。ケンブリッジ大学に留学[1]。1954年、アメリカ海兵隊に志願し入隊[1]。1957年、中尉で退役[1]。のちハーバード大学、ランド研究所、アメリカ合衆国国務省に勤務[1][3]。

1961年の論文で、経済活動の意思決定理論をめぐりエルズバーグの逆説（英語版）（エルズバーグのパラドックス）とよばれる現象を指摘した。

1964年、アメリカ国防総省に入り国防次官補ジョン・マクノートン（en:John McNaughton (government official)）の特別補佐官に就任[1][2]。1965年、ゲリラ対策顧問としてベトナム戦争に参加[2]。1967年、ポーター次席大使の下でベトナム戦争の平定計画担当補佐官[2]。こうした中、米国のベトナム政策に批判的となり、タカ派からハト派に転向、1967年7月国防総省からランド研究所に移った[1]。

1971年、自らも執筆に加わったベトナム政策決定過程に関する国防総省秘密文書「ペンタゴン・ペーパーズ」を「ニューヨーク・タイムズ」や「ワシントン・ポスト」などに持ち込んで暴露し、世論に反戦を訴えた[1][3]。合衆国法典793条[注釈 1]e項違反（スパイ防止法に基づく国防機密漏洩罪）に問われ起訴されたが、ロサンゼルス連邦地方裁判所で公訴棄却の判決を受けた[1][3][2]。

以来、軍縮の研究を続けつつ、平和運動に参加、米国で核廃絶をめざす超党派の運動体「マンハッタン・プロジェクト2」を主宰する[1]。

2023年6月16日、膵臓癌のためカリフォルニア州の自宅で死去した[4]。

日本との関係

1978年8月8日、共同通信に「1950年代末から10年間、米軍岩国基地に核兵器が貯蔵されていたのは確実」と述べた[5]。1981年5月23日、ワシントンD.C.で記者会見し「1959年から1961年にかけて、1.1メガトン級の水素爆弾や戦術核兵器を積載した揚陸艦が米軍岩国基地に停泊していた。基地地下の格納庫にも核兵器が貯蔵されていた」等と証言した[6]。1978年10月[7]・1982年・1994年に来日した[1]。

著作



「世界滅亡装置」の危機、今も　核戦略研究者エルズバーグ氏の回顧録、日本語訳を出版 | 中国新聞デジタル
https://www.chugoku-np.co.jp/articles/-/62624

「世界滅亡装置」の危機、今も　核戦略研究者エルズバーグ氏の回顧録、日本語訳を出版

 
自宅で本紙の取材に応じるエルズバーグ氏＝２０１４年、米バークリー（撮影・金崎由美）

　米軍岩国基地に核兵器が貯蔵されていたことを１９７０年代に告発した米国の核戦略研究者で平和運動家、ダニエル・エルズバーグ氏（８９）の回顧録「世界滅亡マシン」の日本語訳が、岩波書店から出版された。自らも深く関与した全面核戦争計画を詳述し「核兵器は長崎以来、使われていない―という概念は誤っている」と断じる。



世界滅亡マシン 核戦争計画者の告白 単行本 – 2020/6/26 


国家機密と良心: 私はなぜペンタゴン情報を暴露したか (岩波ブックレット) 単行本 – 2019/4/6 

Daniel Ellsberg  (原名), ダニエル エルズバーグ  (著), 梓澤 登  (翻訳), 若林 希和  (翻訳)

Ellsberg paradox - Wikipedia
https://en.wikipedia.org/wiki/Ellsberg_paradox

Ellsberg paradox

This article includes a list of general references, but it lacks sufficient corresponding inline citations. Please help to improve this article by introducing more precise citations.  (August 2015) (Learn how and when to remove this template message)

In decision theory, the Ellsberg paradox (or Ellsberg's paradox) is a paradox in which people's decisions are inconsistent with subjective expected utility theory. Daniel Ellsberg popularized the paradox in his 1961 paper, "Risk, Ambiguity, and the Savage Axioms".[1] John Maynard Keynespublished a version of the paradox in 1921.[2][non-primary source needed] It is generally taken to be evidence of ambiguity aversion, in which a person tends to prefer choices with quantifiable risks over those with unknown, incalculable risks.

Daniel Ellsberg in 2006

Ellsberg's findings indicate that choices with an underlying level of risk are favored in instances where the likelihood of risk is clear, rather than instances in which the likelihood of risk is unknown. A decision-maker will overwhelmingly favor a choice with a transparent likelihood of risk, even in instances where the unknown alternative will likely produce greater utility. When offered choices with varying risk, people prefer choices with calculable risk, even when they have less utility.[3]

Experimental research

Ellsberg's experimental research involved two separate thought experiments: the 2-urn 2-color scenario and the 1 urn 3-color scenario.

Two-urns paradox

There are two urns each containing 100 balls. It is known that urn A contains 50 red and 50 black, but urn B contains an unknown mix of red and black balls.

The following bets are offered to a participant:

Bet 1A: get $1 if red is drawn from urn A, $0 otherwise

Bet 2A: get $1 if black is drawn from urn A, $0 otherwise

Bet 1B: get $1 if red is drawn from urn B, $0 otherwise

Bet 2B: get $1 if black is drawn from urn B, $0 otherwise

Typically, participants were seen to be indifferent between bet 1A and bet 2A (consistent with expected utility theory) but were seen to strictly prefer Bet 1A to Bet 1B and Bet 2A to 2B. This result is generally interpreted to be a consequence of ambiguity aversion (also known as uncertainty aversion); people intrinsically dislike situations where they cannot attach probabilities to outcomes, in this case favoring the bet in which they know the probability and utility outcome (0.5 and $1 respectively).

One-urn paradox

There is one urn containing 90 balls: 30 balls are red, while the remaining 60 balls are either black or yellow in unknown proportions. The balls are well mixed so that each ball is as likely to be drawn as any other. The participants then choose a gambling scenario:

Gamble AGamble B
You receive $100 if you draw a red ballYou receive $100 if you draw a black ball

Additionally, the participant may choose a separate gamble scenario within the same situational parameters:

Gamble CGamble D
You receive $100 if you draw a red or yellow ballYou receive $100 if you draw a black or yellow ball

The experimental conditions manufactured by Ellsberg serve to rely upon two economic principles: Knightian uncertainty, the unquantifiable nature of the mix between both yellow and black balls within the single urn, and probability, of which red balls are drawn at 13 vs. 23.

Utility theory interpretation

Utility theory models the choice by assuming that in choosing between these gambles, people assume a probability that the non-red balls are yellow versus black, and then compute the expected utility of the two gambles individually.

Since the prizes are the same, it follows that the participant will strictlyprefer Gamble A to Gamble B if and only if they believe that drawing a red ball is more likely than drawing a black ball (according to expected utility theory). Also, there would be indifference between the choices if the participant thought that a red ball was as likely as a black ball. Similarly, it follows the participant will strictly prefer Gamble C to Gamble D if and only if the participant believes that drawing a red or yellow ball is more likely than drawing a black or yellow ball. It might seem intuitive that if drawing a red ball is more likely than drawing a black ball, drawing a red or yellow ball is also more likely than drawing a black or yellow ball. So, supposing the participant strictly prefers Gamble A to Gamble B, it follows that he/she will also strictly prefer Gamble C to Gamble D, and similarly conversely.

However, ambiguity aversion would predict that people would strictly prefer Gamble A to Gamble B, and Gamble D to Gamble C.

Ellsberg's findings violate assumptions made within common Expected Utility Theory, with participants strictly preferring Gamble A to Gamble B and Gamble D to Gamble C.

Numerical demonstration

Mathematically, the estimated probabilities of each color ball can be represented as R, Y, and B. If the participant strictly prefers Gamble A to Gamble B, by utility theory, it is presumed this preference is reflected by the expected utilities of the two gambles. We reach a contradiction in our utility calculations. This contradiction indicates that the participant's preferences are inconsistent with the expected-utility theory.

The generality of the paradox

The result holds regardless of the utility function. Indeed, the amount of the payoff is likewise irrelevant. Whichever gamble is selected, the prize for winning it is the same, and the cost of losing it is the same (no cost), so ultimately there are only two outcomes: receive a specific amount of money or nothing. Therefore, it is sufficient to assume that the preference is to receive some money to nothing (this assumption is not necessary: in the mathematical treatment above, it was assumed U($100) > U($0), but a contradiction can still be obtained for U($100) < U($0) and for U($100) = U($0)).

In addition, the result holds regardless of risk aversion—all gambles involve risk. By choosing Gamble D, the participant has a 1 in 3 chance of receiving nothing, and by choosing Gamble A, a 2 in 3 chance of receiving nothing. If Gamble A was less risky than Gamble B, it would follow[4] that Gamble C was less risky than Gamble D (and vice versa), so the risk is not averted in this way.

However, because the exact chances of winning are known for Gambles A and D and not known for Gambles B and C, this can be taken as evidence for some sort of ambiguity aversion, which cannot be accounted for in expected utility theory. It has been demonstrated that this phenomenon occurs only when the choice set permits the comparison of the ambiguous proposition with a less vague proposition (but not when ambiguous propositions are evaluated in isolation).[5]

Possible explanations

There have been various attempts to provide decision-theoretic explanations of Ellsberg's observation. Since the probabilistic information available to the decision-maker is incomplete, these attempts sometimes focus on quantifying the non-probabilistic ambiguity that the decision-maker faces – see Knightian uncertainty. That is, these alternative approaches sometimes suppose that the agent formulates a subjective (though not necessarily Bayesian) probability for possible outcomes.

One such attempt is based on info-gap decision theory. The agent is told precise probabilities of some outcomes, though the practical meaning of the probability numbers is not entirely clear. For instance, in the gambles discussed above, the probability of a red ball is 3090, which is a precise number. Nonetheless, the participant may not distinguish intuitively between this and e.g. 3091. No probability information whatsoever is provided regarding other outcomes, so the participant has very unclear subjective impressions of these probabilities.

In light of the ambiguity in the probabilities of the outcomes, the agent is unable to evaluate a precise expected utility. Consequently, a choice based on maximizing the expected utility is also impossible. The info-gap approach supposes that the agent implicitly formulates info-gap models for the subjectively uncertain probabilities. The agent then tries to satisficethe expected utility and maximize the robustness against uncertainty in the imprecise probabilities. This robust-satisficing approach can be developed explicitly to show that the choices of decision-makers should display precisely the preference reversal that Ellsberg observed.[6]

Another possible explanation is that this type of game triggers a deceit aversion mechanism. Many humans naturally assume in real-world situations that if they are not told the probability of a certain event, it is to deceive them. Participants make the same decisions in the experiment as they would about related but not identical real-life problems where the experimenter would be likely to be a deceiver acting against the subject's interests. When faced with the choice between a red ball and a black ball, the probability of 3090 is compared to the lower part of the 090–6090range (the probability of getting a black ball). The average person expects there to be fewer black balls than yellow balls because, in most real-world situations, it would be to the advantage of the experimenter to put fewer black balls in the urn when offering such a gamble. On the other hand, when offered a choice between red and yellow balls and black and yellow balls, people assume that there must be fewer than 30 yellow balls as would be necessary to deceive them. When making the decision, it is quite possible that people simply neglect to consider that the experimenter does not have a chance to modify the contents of the urn in between the draws. In real-life situations, even if the urn is not to be modified, people would be afraid of being deceived on that front as well.[7]

Decisions under uncertainty aversion

To describe how an individual would take decisions in a world where uncertainty aversion exists, modifications of the expected utility framework have been proposed. These include:

  • Choquet expected utility: Created by French mathematician Gustave Choquet was a subadditive integral used as a way of measuring expected utility in situations with unknown parameters. The mathematical principle is seen as a way in which the contradiction between rational choice theory, Expected utility theory, and Ellsberg's seminal findings can be reconciled.
  • Maxmin expected utility: Axiomatized by Gilboa and Schmeidler[8] is a widely received alternative to utility maximization, taking into account ambiguity-averse preferences. This model reconciles the notion that intuitive decisions may violate the ambiguity neutrality, established within both the Ellsberg Paradox and Allais Paradox.

Alternative explanations

Other alternative explanations include the competence hypothesis[9] and the comparative ignorance hypothesis.[5] Both theories attribute the source of the ambiguity aversion to the participant's pre-existing knowledge.

Daniel Ellsberg's 1961 paper, "Risk, Ambiguity, and Decision"

Upon graduating in Economics from Harvard in 1952, Ellsberg left immediately to serve as a US Marine before coming back to Harvard in 1957 to complete his post-graduate studies on decision-making under uncertainty.[10] Ellsberg left his graduate studies to join the RAND Corporation as a strategic analyst but continued to do academic work on the side. He presented his breakthrough paper at the December 1960 meeting of the Econometric Society. Ellsberg's work built upon previous works by both J.M. Keynes and F.H Knight, challenging the dominant rational choice theory. The work was made public in 2001, some 40 years after being published, because of the Pentagon Papers scandal then encircling Ellsberg's life. The book is considered a highly-influential paper and is still considered influential within economic academia about risk ambiguity and uncertainty.

See also

References

  1.  Ellsberg, Daniel (1961). "Risk, Ambiguity, and the Savage Axioms"(PDF). Quarterly Journal of Economics. 75 (4): 643–669. doi:10.2307/1884324. JSTOR 1884324.none
  2.  Keynes 1921, pp. 75–76, paragraph 315, footnote 2.
  3.  "Experimental Discussion of the Ellsberg Paradox". EconPort. Experimental Economics Center, Georgia State University. 2006. Retrieved May 28, 2022.none
  4.  Segal, Uzi (1987). "The Ellsberg Paradox and Risk Aversion: An Anticipated Utility Approach" (PDF). International Economic Review. 28 (1): 175–202. doi:10.2307/2526866. JSTOR 2526866.none
  5. ^ a b Fox, Craig R.; Tversky, Amos (1995). "Ambiguity Aversion and Comparative Ignorance". Quarterly Journal of Economics. 110 (3): 585–603. CiteSeerX 10.1.1.395.8835. doi:10.2307/2946693. JSTOR 2946693.none
  6.  Ben-Haim, Yakov (2006). Info-gap Decision Theory: Decisions Under Severe Uncertainty (2nd ed.). Academic Press. section 11.1. ISBN 978-0-12-373552-2.none
  7.  Lima Filho, Roberto IRL (July 2, 2009). "Rationality Intertwined: Classical vs Institutional View": 5–6. doi:10.2139/ssrn.2389751. S2CID 219336148. SSRN 2389751.none Cite journal requires |journal= (help)
  8.  I. Gilboa and D. Schmeidler. Maxmin expected utility with non-unique prior. Journal of Mathematical Economics, 18(2):141–153, 1989.
  9.  Heath, Chip; Tversky, Amos (1991). "Preference and Belief: Ambiguity and Competence in Choice under Uncertainty". Journal of Risk and Uncertainty. 4: 5–28. CiteSeerX 10.1.1.138.6159. doi:10.1007/bf00057884. S2CID 146410959.none
  10.  Yasuhiro Sakai, Daniel Ellsberg on J.M. Keynes and F.H. Knight: risk ambiguity and uncertainty. Evolutionary and Institutional Economics Review. 2018. (16): 1-18

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