In this paper we extend the classical decision model under uncertainty to a more general case. We propose an expected utility-uncertainty model and we can make a decision by trading off between a measure of uncertainty and a measure of expected value. As a risk analysis model, the expected utility-uncertainty model can be seen to be reasonable and flexible for states of nature or individuals' preferences. Moreover, the model can explain some decision paradoxes.

Abstract
 1. 서론
 2. 기대효용-불확실성 의사결정 모형의 개발
  2.1 기호정의
  2.2 의사결정 모형
 3. 기대효용-불확실성 의사결정 모형의 적용
  3.1 수치예제 : Levy제시 문제
  3.2 수치예제: Allais Paradox
 4. 결론 및 향후 연구
 참고문헌

• 박창순(한양대학교 산업공학과)
• 안선응(한양대학교 정보경영공학과)