非期望效用理论研究述评

期望效用理论（EUT）出现后，成为主流经济学和管理学中研究不确定性环境下决策活动的理论基础。但近50年特别是最近20多年来，随着行为科学的发展以及实验经济学的崛起且逐步融入主流，与EUT相抵触的经验证据大量涌现，因此其作为不确定性决策活动的理论根基正在被广泛质疑，各学科寻找EUT替代者的努力催生了多种不同的非期望效用理论。本文在对经典期望效用理论批判的基础上，对国外正处于进展中的非期望效用理论文献进行全面回顾和简单评价，以期为国内从事这一领域理论和应用研究的学者提供一些线索和思路。

Review on Non-Expected-Utility Theory

The expected utility theory （EUT） became the mainstream theoretical basis of decision making under uncertainty environment in economics and management research after its turning up. But in the recent 50 years, especially in the recent 20 years, with the development of behavioral science, and the rise of experimental economics, the empirical evidence conflict with EUT emerged in large numbers, so its theory foundation as uncertainty decision was widely questioned, and the interdis-ciplinary endeavor looking for replacement of the EUT produced a variety of the non-expected-utility theory. This paper con-duct a comprehensive literature review and simple evaluation on the expected utility theory in progress of abroad, based on the criticism of classical expected utility theory, so as to provide some clues and ideas to domestic scholars engaging in this research field of theory and application.