用python和petersburg解决两个信封问题

In a couple of previous posts (here, here, and here) we’ve explored how petersburg represents uncertain decisions as a directed acyclic graph with weighted random decisions for which edge to take out of a given node.  It turns out this is very similar to Bayesian networks, which will be the subject of post in the coming weeks, but for today, we are going to examine a classical decision theory problem with petersburg and it’s primary object: the directed acyclic graph (DAG).

在之前的几篇文章（ 此处 ， 此处和此处 ）中，我们探讨了彼得斯堡如何将不确定的决策表示为有向无环图，并带有加权随机决策，以便从给定节点中取出哪个边。 事实证明，这与贝叶斯网络非常相似，贝叶斯网络将在未来几周内发布。但是，今天，我们将研究彼得斯堡的经典决策理论问题，它的主要对象是：有向无环图（DAG） ）。

The Two Envelopes Problem

两个信封问题

The two envelopes problem (or exchange paradox) is a classical problem in decision theory.  It goes:

两个包络问题（或交换悖论）是决策理论中的经典问题。 它去了：

Of two indistinguishable envelopes, each containing money, one contains twice as much as the other.The subject may pick one envelope and keep the money it contains.Having chosen an envelope at will, but before inspecting it, the subject gets the chance to take the other envelope instead.What is the optimal rational strategy for maximizing the amount of money to be gained?

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