英文标题：
《Resolution of the St. Petersburg paradox using Von Mises axiom of
randomness》
---
作者：
Andrea Berdondini
---
最新提交年份：
2019
---
英文摘要：
In this article we will propose a completely new point of view for solving one of the most important paradoxes concerning game theory. The solution develop shifts the focus from the result to the strategy s ability to operate in a cognitive way by exploiting useful information about the system. In order to determine from a mathematical point of view if a strategy is cognitive, we use Von Mises\' axiom of randomness. Based on this axiom, the knowledge of useful information consequently generates results that cannot be reproduced randomly. Useful information in this case may be seen as a significant datum for the recipient, for their present or future decision-making process. Finally, by resolving the paradox from this new point of view, we will demonstrate that an expected gain that tends toward infinity is not always a consequence of a cognitive and non-random strategy. Therefore, this result leads us to define a hierarchy of values in decision-making, where the cognitive aspect, whose statistical consequence is a divergence from random behaviour, turns out to be more important than the expected gain.
---
中文摘要：
在这篇文章中，我们将提出一个全新的观点来解决有关博弈论的一个最重要的悖论。解决方案开发将重点从结果转移到策略的能力，即通过利用有关系统的有用信息，以认知方式进行操作的能力。为了从数学的角度确定策略是否是认知的，我们使用了冯·米塞斯的随机性公理。基于这一公理，对有用信息的了解会产生无法随机复制的结果。在这种情况下，有用的信息可能被视为收件人当前或未来决策过程的重要数据。最后，通过从这个新的角度解决这个悖论，我们将证明，趋向无穷大的预期收益并不总是认知和非随机策略的结果。因此，这一结果引导我们定义了决策中的价值层次，其中认知方面（其统计结果是与随机行为的差异）比预期收益更重要。
---
分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：General Finance 一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
--

---
PDF下载：
-->