Bounded rationality

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Many models of human behavior in the social sciences assume that humans can be reasonably approximated or described as "rational" entities, especially as conceived by rational choice theory.

Many economics models assume that people are hyperrational, and would never do anything to violate their preferences.

Herbert Simon, in Models of My Life, points out that most people are only partly rational, and are in fact emotional/irrational in the remaining part of their actions. He gives Albert Einstein as an example of bounded rationality. In other work, he states "boundedly rational agents experience limits in formulating and solving complex problems and in processing (receiving, storing, retrieving, transmitting) information" (Williamson, p. 553, quoting Simon). Simon, who some claim coined the term, describes a number of dimensions along which "classical" models of rationality can be made somewhat more realistic, while sticking within the vein of fairly rigorous formalization. These include:

  • limiting what sorts of utility functions there might be.
  • recognizing the costs of gathering and processing information.
  • the possibility of having a "vector" or "multi-valued" utility function.

In addition, bounded rationality suggests that economic agents employ the use of heuristics to make decisions rather than a strict rigid rule of optimization in light of the complexity of the situation, the inability to process and compute all alternatives due to deliberation costs and presence of other economic activities where similar decision making is required.

Daniel Kahneman proposes bounded rationality as a model to overcome some of the limitations of the rational-agent models in Economic literature.

References

  • Elster, Jon (1983). Sour Grapes: Studies in the Subversion of Rationality. Cambridge University Press.
  • Girgenzer, G. & Selten, R. (2001). "Bounded Rationality" Cambridge: The MIT Press.
  • Kahneman, D.(2003) Maps of Bounded Rationality: Psychology for Behavioral Economics." The American Economic Review. 93(5). pp. 1449-1475
  • March, James G. (1994). "A primer on decision making: how decisions happen", The Free Press, New York.
  • Simon, Herbert (1957). "A Behavioral Model of Rational Choice", in Models of Man
  • Simon, H.A. (1990) A mechanism for social selection and successful altruism, Science 250 (4988): 1665-1668.
  • Williamson, Oliver (1981). "The Economies of Organization: The Transaction Cost Approach". American Journal of Sociology. Vol 87, pp. 548--577

See also


Topics in game theory
Definitions Normal form game - Extensive form game - Cooperative game - Information set - Strategy - Mixed strategy - Preference
Equilibrium concepts Relations between equilibrium concepts - Dominant strategy equilibrium - Nash equilibrium - Subgame-perfect Nash equilibrium - Bayes-Nash equilibrium - Perfect Bayes-Nash equilibrium - Sequential equilibrium - Equilibrium refinements - Evolutionarily stable strategy
Classes of games Symmetric game - Perfect information - Dynamic game - Repeated game - Signaling game - Cheap talk - Zero-sum game - Mechanism design - Win-win game
Games Prisoner's dilemma - Chicken - Stag hunt - Ultimatum game - Matching pennies - Minority Game - Rock, Paper, Scissors - Dictator game -...
Theorems Revelation principle - Minimax theorem - Purification theorems - Folk theorem of repeated games - Bishop-Cannings theorem
Related topics Mathematics - Economics - Behavioral economics - Evolutionary biology - Evolutionary game theory - Population genetics - Behavioral ecology - List of game theorists
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