PUBLISHED COMMENTS ON MACHINA’S
RESEARCH
Does not include anything published during my period as a
journal’s co-editor, or anything from books or special issues of journals for
which I was a co-editor or guest co-editor.
“And, as I go
to press, I see that Mark Machina, 1981,1982, has already spelled out how it is
to be done.” Paul Samuelson, Foundations of Economic Analysis, Enlarged
Edition, 1983, 518.
“The most
important member of the first group is Machina (1982)…”
John Hey, Economic Journal, 1983, 93 (Suppl.), 136.
“Mark Machina
has suggested a game called ‘guess the lowest positive integer’ which drives
this point home forcefully.” Douglas Bernheim, Econometrica, 1984, 52,
1021.
“For an
illuminating analysis of the distinction between the ‘actual psychological
reality’ of a person’s feelings about the choices (e.g., Allais’), and the
‘psychological values’ assigned by the expected utility procedure, see Machina
(1981).” Amartya Sen, Theory and Decision, 1985, 18(2), 124.
“Kahneman and
Tversky [1979] and Machina [1982], for example, may provide descriptive
accounts of decision making that are more satisfactory than MEU [maximize
expected utility].” Paul Weirich, British Journal for the Philosophy of
Science, 1986, 37, 436.
“This has
called forth some new theory, notably Machina’s elegant “generalized” expected
utility theory (Machina 1982)…” Thomas Marschak, in W.
Heller, R. Starr and D. Starrett, eds., Uncertainty, Information and
Communication: Essays in Honor of Kenneth J. Arrow, Vol.III,
Cambridge Univ. Press, 1986, 129.
“Developing
an insight of Machina’s…” Graham Loomes and Robert Sugden, Journal of
Economic Theory, 1987, 41, 270.
“In a paper
well on its way to becoming a milestone, Machina (1982) ...” Menahem Yaari, Econometrica,
1987, 55, 111.
“…derived
from the empirically ascertained infringements of the Neumann-Morgenstern
axioms, as well as the Regret Theory or Machina’s fundamental contribution.”
Karl Aiginger, Production and Decision Theory
under Uncertainty, Basil Blackwell, 1987, p.6.
“Contributions
by Howard Raiffa, Isaac Levi, Richard Jeffrey, Kahneman and Tversky, Mark
Machina, and others are indeed extremely interesting, and they are also of
immediate and far-reaching relevance to social choice theory…” Amartya Sen, as
quoted in Wulf Gaertner and Prasanta Pattanaik, Social Choice and Welfare, 1988,
5, 79.
“One of the
most interesting developments in economic theory in the 1980’s is the
exploration of non-additive expected utility theories by Machina, Chew and
Yaari.” Robert Becker, Review of Studies in Mathematical Economics, ed.
by Stanley Reiter, MAA, 1986, American Mathematical Monthly, 1988, 95,
271.
“Chew and
Machina have done this expertly with various modifications of independence.
These modifications account for some but not all of
the violations.” Vernon Smith, Journal of Economic Perspectives, 1989,
3(1), 164.
“The ongoing
debate on the correct modelling of economic behaviour
under risk makes heavy expositional use of the ‘Marschak-Machina Triangle’.”
John Hey and Elisabetta Strazzera, Journal of
Behavioral Decision Making, 1989, 2(4), 239.
“Even more
striking is the example of Machina (1981)…” Peter
Hammond, Econometrica, 1989, 57, 1447.
“The recent
literature on cognitive psychology (e. g., Kenneth Arrow 1982; Daniel Kahneman,
Paul Slovic, and Amos Tversky 1982; Robin Hogarth and Melvin Reder 1987; Mark
Machina 1987) provides a promising avenue for future research.” Stephen LeRoy, Journal
of Economic Literature, 1989, 27(4), 1616.
“Mark Machina
and others have written about the current status of the expected utility
hypothesis and it's not as secure I think, as Savage and de Finetti
believed earlier.” Peter Rossi and Arnold Zellner, Econometric Theory,
1989, 5(2), 301.
“In research
that has justifiably been called a milestone, Machina demonstrated that ...” Ronald
Hilton, Journal of Economic Behavior and Organization, 1990, 13 (2),
233.
“Mark
Machina’s work, and Amos Tversky and Daniel Kahneman’s too, has been aimed at
developing an alternative to expected utility theory that fits people’s
behavior more closely. This is an important scientific project.” John Broome,
in Karen Cook and Margaret Levi (eds.) The Limits of Rationality,
University of Chicago Press, 1990, 143.
“…Machina
argues persuasively that rational choice theory can be extended in nonstandard
directions, if necessary.” John Riley, Review of The Limits to Rationality,
ed. by Karen Cook and Margaret Levi, Ethics, 1992, 102 (4), 859.
“Since the
pioneering work of Machina (1982) many different alternative models of choice
under risk have been proposed” Peter Kischka and
Clemens Puppe, Methods and Models of Operations Research, 1992, 36, 126.
““Note that
respected economists such as Machina are…” Daniel Hausman, The Inexact and
Separate Science of Economics, Cambridge Univ. Press 1992, 240.
“Undoubtedly
the most influential work in the field has been that of Machina” John Quiggin, Generalized
Expected Utility: The Rank-Dependent Model, Kluwer Academic Publishers, 1993,
55.
“In a
remarkable series of essays, Machina (1982, 1987, 1989, 1990) has
...” Partha Dasgupta, An Inquiry into Well-Being and Destitution, Oxford
University Press, 1993, 198.
“Since 1979
there have been two phases of development in what is now called nonexpected utility theory… In Phase I, in economics,
Machina clarified the restrictions imposed by linearity (1982) and showed the
robustness of more general forms of EU… In psychology, Kahneman & Tversky
(1979) offered prospect theory (PT)…” Lola Lopes, Annual Review of
Psychology, 1994, 45, 202.
“Today we
find some important economists taking the issue seriously, even formulating
theories that allow for imperfect rationality or weaken established hypotheses
(cf. Mark Machina 1982).” Shira Lewin, Journal of Economic Literature, 1996,
34(3), 1319.
“The
highlight of the book is the first paper by Machina (‘Nonexpected
Utility and the Robustness of the Classical Insurance Paradigm’)” T. Sinha and
J. Sounderpandian, “Review of Nonexpected
Utility and Risk Management, ed. by Christian Gollier and Mark Machina.” Journal
of Risk and Insurance, 1997, 64, 765.
“Machina’s
(1982) Generalised Expected Utility Theory is an
influential example.” Graham Loomes, Economic Journal, 1998, 108 (447),
478.
“Machina’s
(1982) seminal article showed that many of the desirable properties of
expected-utility preferences carried over to more general preferences under
plausible conditions.” Robert Chambers and John Quiggin, Uncertainty,
Production, Choice, and Agency: The State Contingent Approach, Cambridge
University Press, 2000, 82.
“Although the
probability triangle had appeared in the literature many years before (see
Jacob Marschak (1950)), Mark Machina’s use of it in the 1980’s … popularized it
to the extent that some have called this diagram the ‘Machina triangle’.” Chris
Starmer, Journal of Economic Literature, 2000, 38, 340, n.12.
“The most
important class of preferences exhibiting probabilistic beliefs are the
probabilistically sophisticated preferences of Machina and Schmeidler (1992).”
Massimo Marinacci, Econometrica, 2002, 70, 758.
“The seminal
analysis of Machina (1982) established that …” John Quiggin, Economic Theory,
2003, 22(3), 608.
“Quiggin
(1991), Quiggin and Chambers [(1998)], Chambers and Quiggin [(2003)], and
Machina (1989) have made important contributions to developing the comparative
statics implications of GEU [generalized expected utility] models for risky
choice.” David Buschena, American Journal of
Agricultural Economics, 85(5), 2003, 1245.
“Because of
the appealing implications of Machina’s (1982a) results, …” Ulrich Schmidt, in Salvador Barberà,
Peter J. Hammond and Christian Seidl (eds.), Handbook of Utility Theory, Volume 2: Extensions, Springer
Nature, 2004, 802
“Readers are
directed to Machina’s (6,19) pictorial representation of this scenario. Indeed,
Machina’s use of probability triangles popularized the concept to the extent
that the representation is sometimes referred to as the ‘Machina Triangle’.”
John List and Michael Haigh, Proceedings of the National Academy of Science,
2005, 102, 945.
“In this
section we characterize variational preferences that are probabilistically
sophisticated, an important property of preferences introduced by Machina and
Schmeidler (1992)…” Fabio Maccheroni, Massimo Marinacci and Aldo Rustichini, Econometrica, 2006, 74, 1461.
“Is it
possible to separate subjective probability from the expected utility
criterion? Machina and Schmeidler (1992) propose an elegant solution.” Igor
Kopylov, Handbook of Probability: Theory and Applications, Sage
Publications 2008, 46.
“Another
influential paper to initiate new models was Machina (1982)…”
“Machina’s examples thus pose a general challenge to the study of ambiguity and
not just to rank dependence…,” Peter Wakker, Prospect Theory: For Risk and
Uncertainty, Cambridge University Press 2010, pp.143, 351.
“… the
insights of Allais (1953) and Ellsberg (1961, 2001), followed up by the work of
Machina (1982), Schmeidler (1989), and Gilboa and Schmeidler (1989), led to a
complete reconsideration of the classical notion of expected utility and
subjective probability…”
Eddie
Dekel and
Barton
Lipman,
Annual
Review of Economics, 2010, 2, 258.
“Such
relevance is the essence of Machina’s (1989) resolute choice. Thus process fairness gives a convincing application of his
idea, formalizing his Parental Example…” Stefan T. Trautmann and Peter P.
Wakker, Economics Letters, 2010, 109, 188.
“Machina
(2009) provided a particularly clear test, …” Peter Wakker, Prospect Theory:
For Risk and Uncertainty, Cambridge University Press 2010, 352.
“If Kahneman
and Tversky’s paper was an empirical tour de force, Machina’s paper was a
masterwork in the nuanced application of the calculus.” Jonathan Leland, Journal
of Socio-Economics, 2010, 39, 571.
“Since the
seminal paper by Machina and Schmeidler (1992)…,” “…in
the famous example of ‘Machina’s Mother’ …”, Marzena Rostek, Review of
Economic Studies, 2010, 77, pp.348, 369.
“Wang (1993)
extends the path-breaking work of Machina (1982)…,” Henry
Chiu, Oxford Economic Papers 2011, 63(2), 402.
“…the impact
of Machina’s examples is not restricted to the model initially targeted. His
examples pose difficulties not only for CEU, but also for the four other most
popular and widely used models of ambiguity-averse preferences.” Aurélien
Baillon, Olivier L’Haridon, and Laetitia Placido, American Economic Review,
2011, 101(4), 1547.
“Suitable
generalizations of expected utility theory exist which attempt to solve the
Ellsberg paradox, but none of them provides a satisfactory solution of the
Machina paradox.” Diederik Aerts, Sandro Sozzo and Jocelyn Tapia, in Jerome R.
Busemeyer et al. (eds.): Quantum Interaction: Lecture Notes in Computer
Science, Vol. 7620, Springer-Verlag, 2012, 48.
“So far, the
most comprehensive attempt to submit classical results in insurance economics
to a robustness test by shifting from expected utility to nonexpected
utility can be found in Machina (1995).” Henri Louberg, in Georges Dionne (ed.),
Handbook of Insurance, 2nd Ed. Springer, 2013, 12.
“In the
problems to follow, I adopt the ingenious construction of Machina and Pratt
(1997) for the one difficult step.” David Kreps, Microeconomics Foundations
I: Choice and Competitive Markets, Princeton University Press, 2013, 140.
“An early and
successful example of this methodology, in the domain of preferences under
uncertainty, is the literature providing alternatives to classical expected
utility. Beginning with Machina (1982), researchers have…” Mathew Rabin, Journal
of Economic Literature, 2013, 51(2), 532.
“Machina
(1982) gave a further boost to non-expected utility by providing constructive generalisations of optimality results.” Hans Bleichrodt and
Peter Wakker, Economic Journal, 2015, 125(583), 493.
“First
suggested in Machina (1985), models in this class proposed different reasons
for the desire to randomize…” Marina Agranov and Pietro Ortoleva, Journal of Political Economy, 2017, 125(1), 47.
“The seminal
Machina (1982) paper showed that…,” “Machina’s results stimulated many studies
of nonexpected utility preferences that…” Simone
Cerreia-Vioglio, Fabio Maccheroni and Massimo Marinacci, Management Science,
2017, 63(4), 1098.
“Decision
theorists have taken two different approaches to accommodating such evidence.
One is to treat it as evidence of a preference to randomise.
This approach is advocated most famously by Machina (1985).” Matthew Ryan, Journal of
Mathematical Economics,
2017, 70, 176.
“The Machina
thought experiments pose to major non-expected utility models challenges that
are similar to those posed by the Ellsberg thought experiments to subjective
expected utility theory,” Diederik Aerts, Suzette Geriente,
Catarina Moreira and Sandro Sozzo, Journal of Mathematical Economics, 2018,
78, 176.
“Some
well-known paradoxes in decision making (e.g., the Allais paradox, the St.
Petersburg paradox, the Ellsberg paradox, and the Machina paradox) reveal that
choices conventional expected utility theory predicts could be inconsistent
with empirical observations.” Wenjun Ma, et al., Thirty-Second AAAI
Conference on Artificial Intelligence, 2018, AAAI-18, 687.
“It is worth
noting that Machina (1985) already alluded to the idea that with strictly
convex preferences, one may expect either version of Stochastic Transitivity to
be violated,” Simone Cerreia-Vioglio, David Dillenberger, Pietro Ortoleva and
Gil Riella, American Economic Review 2019, 109(7), 2434.
“The most
significant exception relates to the normative dynamic argument that some
decision theorist, following Machina (1989), have identified in the Allais
paradox.” Philippe Mongin, Economics and Philosophy, 2019, 35, 424.
“The
investment problem is reminiscent of the intriguing thought experiment of
Machina (2009), called reflected example.”… “Machina
(2009) developed a series of elegant experiments that challenge the CEU model.”
Adam Dominaik and Jean-Philippe Lefort, Management
Science, 2021, 67(7), 4316.
“Probabilistic
sophistication has become a focus of attention in decision theory after Machina
and Schmeidler (1992) axiomatized in a more general form than the special form
it takes in Savage's SEU representation theorem.” Jean Baccelli and Philippe Mongin, Philisophical
Studies 2021, 179(2), 1640.
“This implies
the irrationality of preferences that, as in the extensive literature inspired
by Allais [1953] and later Machina [1987], [1989], cannot be represented by an
expected utility function.” Peter Hammond, Revue économique,
2022, 73(6), 947.
“The Ellsberg
and Machina paradoxes have somewhat discommoded canonical decision theory and
several putative alternatives.” Keiran Sharpe, Theory and Decision,
2023, 95, 539.
“The
strongest counterexample to rank dependence that I am aware of is Machina’s
(2009) reflection example, confirmed empirically by l’Haridon
and Placido (2010).” Peter Wakker, Journal of Behavioral and Experimental
Economics, 2023, 107, 101950.
“One of the
most prominent nonlinear utility functions was introduced in a seminal paper by
Machina (1982), who…” Shaowei Ke and Chen Zhao, Journal of Mathematical
Economics, 2024, 113, 103003.