Préférences et rationalité stochastiques
Bouyaux, Pascal
Mathématiques et Sciences humaines, Tome 112 (1990), p. 17-40 / Harvested from Numdam

Le but de cet article est de procéder à une présentation pédagogique d'un concept étendu de rationalité, la rationalité stochastique. Dans une première partie, nous exposons le problème à l'aide d'un exemple simple et posons un ensemble de définitions préliminaires. Puis, dans une seconde partie, nous présentons le résultat fondamental de Falmagne (1978) s'appliquant aux situations de choix multiples ; l'approche ensembliste de cet auteur est formalisée à partir du concept de polynômes de Block-Marschak (1960). Dans une troisième partie, nous traitons du cas particulier des choix binaires, développant ainsi l'approche géométrique de Mac-Fadden-Richter (1970) reposant sur le concept de permutoèdre ; les applications potentielles de cette approche en théorie du vote, optimisation combinatoire et analyse des données ordinales sont brièvement évoquées. La dernière partie conclut.

The aim of this article is to undertake a pedagogical presentation of a wide-spread concept of rationality, the stochastic rationality. In a first part, we set the problem with the help of a simple example and we put a set of preliminary definitions. Then, in a second part, we expound the basic result of Falmagne (1978) applied to multiple choices situations ; the set approach of this author is formalized with the Block-Marshak (1960) polynomials. In a third part, we deal with the particular case of binary choices, expanding the geometrical approach of Mac-Fadden-Richter (1970) based on a permutation polytope ; the potentials applications of this approach in voting theory, combinatorial optimization and ordinal data analysis are briefly described. The last part concludes.

Publié le : 1990-01-01
@article{MSH_1990__109__17_0,
     author = {Bouyaux, Pascal},
     title = {Pr\'ef\'erences et rationalit\'e stochastiques},
     journal = {Math\'ematiques et Sciences humaines},
     volume = {112},
     year = {1990},
     pages = {17-40},
     mrnumber = {1053894},
     zbl = {0708.90003},
     language = {fr},
     url = {http://dml.mathdoc.fr/item/MSH_1990__109__17_0}
}
Bouyaux, Pascal. Préférences et rationalité stochastiques. Mathématiques et Sciences humaines, Tome 112 (1990) pp. 17-40. http://gdmltest.u-ga.fr/item/MSH_1990__109__17_0/

[1].Aizerman M.A. (1985), "New Problems in General Choice Theory" ; Social choice and welfare, Vol 2.,1985, 235-282. | MR 824956 | Zbl 0583.90004

[2].Arrow K.J. (1959), "Rational choice function and ordering", Economica, 26, (1959a), 121-127. Social choice and Individual Values, New York, Wiley, 1959b.

[3].Barbera S. (1985), "Rationalizable Stochastic Choice on Restricted domains", 5th world congress of the econometric society, Cambridge, Mass, 1985.

[4].Barbera S., Pattanaik P.K. (1986), "Falmagne and the Rationalizability of Stochastic Choices in Terms of Random Orderings", Econometrica, 54,1986, 707-715. | MR 845695 | Zbl 0607.90005

[5].Barbera S., Sonnenschein H. (1978), "Preference Aggregation with Randomized Social Orderings", Journal of Economic Theory, 18, 1978, 244-154. | MR 513677 | Zbl 0386.90005

[6].Barbera S., Valenciano F. (1983), "Collective Probabilistic Judgements", Econometrica, 51,1983,1033-1046. | MR 710220 | Zbl 0523.90012

[7].Barret C., Pattanaik P., Salles M. (1987), On Choosing Rationally when preferences arefuzzy,. Mimeograph, University of Binnimgham and CREMERC, 1987.

[8].Barthélemy J.P., Monjardet B. (1981), "The Median Procedure in Cluster Analysis and Social Choice Theory", Mathematical Social Sciences, 1, 1981, 235-267. | MR 616379 | Zbl 0486.62057

[9].Barthélemy J.P., Monjardet B. (1988), "The Median Procedure in Data Analysis : new results and open problems", in classification and related methods of data analysis, HH Bock Editor, Elsevier Science Publishers, North-Holland, 1988, 309-316. | MR 999565

[10].Block H., Marschak J. (1960), "Random Orderings and Stochastic Theories of Response ". Chapter 10 in contributions to probability and statistics, edited by J. Olkin, Stanford: Stanford University Press, 1960. | MR 121236 | Zbl 0096.12104

[11].Bowman V.J. (1972), "Permutation Polyhedra ", Siam Journal of Applied Mathematics, 22, n°4,1972, 580-589. | MR 305800 | Zbl 0246.90030

[12]. Bouyaux P., "Une difficulté d'interprétation de l'Approche Logit : l'exemple de l'économie des transports", Économie et prévision n°91, à paraître.

[13].Chipman J., Hurwicz L., Richter M., Sonnenschein H. (1971), Preferences, utility and demand : a minnesota symposium, Harcourt Brace Jovanovich, New York, Chicago, San-Francisco, Atlanta, 1971. | MR 432198 | Zbl 0265.00026

[14].Cohen M., Falmagne J.C. (1978), Random Scale Représentation of Binary Choice Probabilities : a counterexample to a conjecture of Marschak, Mimeograph, department of Psychology, New York University, 1978.

[15].Cohen M., Falmagne J.C. (1989), Random Utility Représentation of Binary Choice Probabilities : a new class of necessary conditions. Mimeograph, department of Psychology, New York University, 1989.

[16].Debord B. (1987), "Caractérisation des matrices des préférences nettes et méthodes d'agrégation associées", Mathématiques et Sciences humaines, n°97, 1987, 5-17. | Numdam | MR 890684 | Zbl 0619.90005

[17].Debreu G. (1958), "Stochastic Choice and Cardinal Utility", Econometrica, 26, 1958, 440-444. | Zbl 0103.13006

[18] De Palma A., et Trisse J. (1989), "Les modèles de choix discrets, Annales d'Economie et de Statistique, vol.9,1989,151-190. | MR 1032589

[19].Dridi T. (1980), "Sur les Distributions Binaires Associées à des Distributions Ordinales", Mathématiques et Sciences humaines, n°69,1980,15-31. | Numdam | MR 571613 | Zbl 0437.90003

[20] Doignon J.P., Monjardet B., Roubens M., Vincke Ph., (1986), "Biorder Families, Valued Relations, and Préférence Modelling", Journal of Mathematical Psychology, 30, n°4,1986, 435-480. | MR 868774 | Zbl 0612.92020

[21].Falmagne J.C. (1978), "A représentation theorem for finite random scale systems", Journal of Mathematical Psychology, 18, 1978, 52-72. | MR 509827 | Zbl 0408.62093

[22].Fechner G. (1859), Elemente der Psychophysik, Leipzig, Breitkopf und Härtel, 1859.

[23].Fishburn P. (1973), "Binary Choice Probabilities : on the varieties of stochastic transitivity", Journal of Mathematical Psychology, 10, 1973, 327-352. | MR 327330 | Zbl 0277.92008

[24].Fishburn P. (1978), "Choice Probabilities and choice functions", Journal of Mathematical Psychology, 18, 1978, 205-219. | MR 522387 | Zbl 0404.92024

[25].Fishburn P. (1987), "Decomposing Weighted Digraphs into Sums of Chains", Discrete Applied Mathematics, 16, 1987, 223-238. | MR 878023 | Zbl 0606.05028

[26].Fishburn P.(1988), Binary Probabilities induced par rankings, Mimeograph, Bell Laboratories, Murray Hill, New-Jersey and New York University, 1988.

[27].Fishburn P., Falmagne J.C. (1989), "Binary choice probabilities and rankings", Economic Letters, 31,1989,113-117. | MR 1032642

[28].Georgescu-Roegen N. (1958), "Threshold in choice and the theory of demand", Econometrica, 26, 1958, 157-168. | MR 91210 | Zbl 0103.13102

[29].Gilboa I. (1985), A necessary but insufficient condition for the stochastic order problem, Mineograph, Faculty of Social Sciences, Tel Aviv University, 1985.

[30].Gblboa I. (1989), A necessary but insufficient condition for the stochastic binary choice problem, Mimeograph, North Western University, 1989.

[31].Guilbaud G.Th. (1953), "Sur une difficulté de la théorie du risque" in Colloques internationaux du CNRS, Paris, 12-17 mai 1952, Editions du CNRS, 1953, 19-28. | MR 68803 | Zbl 0053.41804

[32].Guilbaud G.Th. (1970), "Préférences Stochastiques ", Mathématiques et Sciences humaines, n°32, 1970, 45-56. | Numdam | MR 305450 | Zbl 0232.90010

[33].Hausman J., Wise D. (1978), "A conditional probit model for qualitative choice : discrete décisions recognizing interdépendance ans heterogeneous preferences", Econometrica, 46, 1978, 403-426. | MR 465090 | Zbl 0376.90005

[34].Houthakker H. (1950), "Revealed préférence and the utility functions", Economica, 17, 1950,159-174. | MR 42676

[35].Luce R.D. (1959), Individual choice behavior, New York, Wiley,1959. | MR 108411 | Zbl 0093.31708

[36].Luce R.D., Suppes P. (1965), "Preference, utility and subjective probability ", Chapter 19 in Handbook of Mathematical Psychology, edited by Luce, Bush, and Galanter, Wiley, 1965.

[37].Mac-Fadden D. (1974), "Conditional logit analysis of qualitative choice behavior", Chapter 4 in Frontiers in Econometrics, edited by P. Zarembka, New York, Academic Press, 1974.

[38].Mac-Fadden D. (1976), "Quantal choice analysis : a survey", Annals of Economic and Social Measurement, 1976, 363-390.

[39].Mac-Fadden D. (1981), "Econometric models of probabilistic choice", Chapter 5, in Structural Analysis of Discrete Data, edited by C. Manski et D.Mac-Fadden, Cambridge, Mass, MIT Press, 1981.

[40].Mac-Fadden D., Richter (1970), Stochastic rationality and revealed stochastic preference, Mineograph, University of California,1970.

[41].Machina M. (1985), "Stochastic choice functions generated from deterministic preferences over lotteries", Economic Journal, n°95,1985, 575-594.

[42].Mac-Lennan A. (1980), "Randomized preference aggregation : additivity of power and strategy proofness", Journal of Economic Theory, 22, 1980,1-11. | MR 568764 | Zbl 0437.90008

[43].Mac-Lennan A. (1983), Binary stochastic choice, Mimeograph, University of Minnesota, 1983.

[44].Marley J.A.A. (1965), "The relation between the discard and regularity conditions for choice probabilities", Journal of Mathematical Psychology, 2, 1965, 242-253. | MR 178485 | Zbl 0141.36402

[45].Marschak J. (1960), "Binary choice constraints and random utility indicators", in Mathematical Methods in the Social Sciences, edited by K.J.Arrow et als, Stanford, California: Stanford University Press, 1960. | MR 118556

[46].Megiddo N. (1977), "Mixtures of order matrices and generalized order matrices", Discrete Mathematics, 19, 1977, 177-181. | MR 457255 | Zbl 0377.05008

[47].Mimiague F., Rousseau J.M. (1977), "Effet Condorcet : typologie et calculs de fréquence", Mathématiques et Sciences humaines, 43,1977, .7-27. | Numdam | MR 389271

[48].Monjardet B. (1973), "Tournois et ordres médians pour une opinion", Mathématiques et Sciences humaines, 43, 1973, 55-70. | Numdam | MR 376451 | Zbl 0271.05114

[49].Monjardet B. (1985), "Concordance et consensus d'ordre totaux : les coefficients K et W", Revue de Statistique Appliquée, 33, n°2,1985, 55-87. | Numdam | MR 801504 | Zbl 0568.62054

[50].Mossin A. (1985), "Element of a stochastic theory of consumption", Swedish Journal of Economics, 70, 1985, 200-220.

[51].Moulin H. (1985), "Choice functions over a finite set : a summary ", Social Choice and Welfare, 2, 1985, 147-160. | MR 813470 | Zbl 0576.90004

[52].Pattanaik P.K., Peleg B. (1986), "Distribution of power under stochastic choice rules", Econometrica, 54, 1986, 909-921. | MR 853989 | Zbl 0596.90009

[53].Quandt R. (1956), "A probabilistic theory of consumer behavior", Quaterly Journal of Economics, 70, 1956, 507-536.

[54].Reinelt G. (1985), The linear ordering problem : algorithms and applications, Heldermann verlag, Berlin,1985. | MR 831936 | Zbl 0565.68058

[55].Richter M.K. (1966), "Revealed perference theory ", Econometrica, 34, 1966, 635-645. | Zbl 0158.38802

[56] Roberts F., (1979), Measurement Theory, with Applications to Decision-making, Utility, and the Social Sciences, Encyclopedia of Mathematics and its Applications, Vol.7, Reading, MA, Addison-Wesley, 1979. | MR 551364 | Zbl 0432.92001

[57].Samuelson S. (1948), "Consumption theory in terms of revealed preferences", Economica, 15, 1948, 243-253.

[58].Sen S.(1971), "Choice functions and revealed preferences", Review of Economic Studies, 38, 1971, 307-317. | Zbl 0237.90004

[59].Souza F.M.C. (1978), "Mixed models, random utilities, and the triangle inequality", Journal of Mathematical Psychology, 27,1978,183-200. | MR 729028 | Zbl 0526.92029

[60].Stigler G.S., Becker G.S. (1977), "De Gustibus non est disputandum", American Economic Review, 67, 1977, 76-90.

[61].Thurstone L. (1927), "A law of comparative judgement", Psychological Review, 34, (1927), 273-286.

[62].Tversky A.(1972), "Elimination by aspects : a theory of choice", Psychological Review, 79, 1972, 281-289.

[63].Tversky A., Russo J.E. (1969), "Substituability and similarity in binary choices", Journal of Mathematical Psychology, 6,1969, .1-12.

[64].Young H.P. (1978), "On permutations and permutation polytopes" Mathematical Programming Study, 8, 1978, 128-140. | MR 510372 | Zbl 0424.05001