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随机效用模型

随机效用模型(Random Utility Model)通过假设决策者从备选方案中获得不确定的效用,并选择效用最高的选项来解释离散选择行为。该模型由Daniel McFadden于1974年提出,将效用分解为系统性(可观测)和随机性(个体特有)两部分,从而实现概率性选择预测。Logit模型作为一种参数化设定,能够产生封闭形式的选择概率,广泛应用于市场营销、交通运输和环境估价等领域。

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来源

  1. McFadden, D. (1974). Conditional logit analysis of qualitative choice behavior. In P. Zarembka (Ed.), Frontiers in Econometrics (pp. 105-142). Academic Press. link
  2. Train, K. E. (2009). Discrete Choice Methods with Simulation (Second Edition). Cambridge University Press. link

如何引用本页

ScholarGate. (2026, June 3). Random Utility Model with Probabilistic Choice. ScholarGate. https://scholargate.app/zh/game-theory/random-utility-model

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ScholarGateRandom Utility Model (Random Utility Model with Probabilistic Choice). 于 2026-06-15 检索自 https://scholargate.app/zh/game-theory/random-utility-model · 数据集: https://doi.org/10.5281/zenodo.20539026