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Favero, Gino and Modesti, Paola:
Dopo Von Neumann e Morgenstern: il dibattito dagli Anni Quaranta agli Anni Cinquanta
La Matematica nella Società e nella Cultura. Rivista dell'Unione Matematica Italiana Serie 1 6 (2013), fasc. n.2, p. 263-298, (Italian)
pdf (393 Kb), djvu (341 Kb). | MR 3287340 | Zbl 1394.91006

Sunto

A metà degli Anni Quaranta si apre un dibattito estremamente fertile attorno alla Teoria delle decisioni. Ciò è dovuto, da un lato, alla grande portata innovativa del lavoro di von Neumann e Morgenstern, apparso nel 1944 e destinato ad assumere ben presto il ruolo di paradigma, e, dall'altro, ai tempi ormai scientificamente e culturalmente maturi per l'``esplosione'' della teoria in ambito aleatorio.
Nel maggio del 1952 si tiene a Parigi il convegno Colloque sur les Fondaments et Applications de la Theorie du Risk en Econométrie, a cui partecipano i più prestigiosi matematici economici dell'epoca (da de Finetti a Savage, da Arrow a Samuelson, da Friedman ad Allais), nel quale sono presentate, seppur in embrione, le critiche e le proposte che in seguito contribuiranno in misura significativa allo sviluppo della teoria.
Le numerose perplessità emerse nel corso degli anni sembravano tuttavia destinate a restare inascoltate e, in effetti, così fu per oltre trent'anni. Le frequenti violazioni sperimentali degli assiomi ed il dibattito che si era andato sviluppando hanno, però, lanciato una sfida alla Teoria delle decisioni ed hanno preparato il terreno per i nuovi potenti modelli che saranno proposti a partire dalla fine degli Anni Ottanta. Questo lavoro offre una rassegna dei principali temi del dibattito, facendo parlare direttamente molti dei protagonisti. Ne esce un quadro vivacissimo e, per certi versi, ancora attuale.
Referenze Bibliografiche
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