Le Paradoxe d'Allais: Comment lui rendre sa signification perdue? (Allais's Paradox: How to Give It Back Its Lost Meaning?)

De tous les problemes concus par la theorie de la decision, le paradoxe d'Allais est peut-etre celui qui aura suscite l'interet le plus persistant. La theorie y a consacre assez de travaux techniques remarquables pour qu'il soit desormais possible a l'histoire et a la philosophie des sciences de l'examiner reflexivement. Dans sa partie historique, l'article restitue le contexte d'apparition du paradoxe - le colloque de Paris, en 1952, auquel assistaient les principaux theoriciens de la decision du moment. L'axiomatique de von Neumann et Morgenstern en 1947 leur avait donne des raisons nouvelles d'approuver l'hypothese de l'utilite attendue, et le contre-exemple d'Allais visait precisement a ebranler leur conviction. Les questions de la controverse etaient de type normatif, mais elles se perdirent quand le "paradoxe d'Allais" gagna tardivement la celebrite dans des travaux des annees 1980 qui le traitaient comme une simple refutation empirique. Ils en firent l'enjeu de "theories de l'utilite non-esperee" qu'ils developpaient de meme sous le seul angle empirique. Dans sa partie philosophique, l'article cherche a evaluer ce deplacement d'interpretation. D'un certain cote, les theoriciens de la decision firent bien de liberer leur travail experimental des complications du normatif, car ils parvinrent ainsi a des resultats eclairants : l'hypothese de l'utilite esperee etait empiriquement refutee, la responsabilite principale en revenait a l'axiome d'independance de von Neumann-Morgenstern, et l'etape suivante etait de transformer adequatement cet axiome. D'un autre cote, ils eurent tort de negliger un trait fondamental de leur domaine : les comportements observes ne sont informatifs que si les agents sont prets a les assumer de maniere reflechie, c'est-a-dire a leur preter une certaine valeur normative. D'apres la reconstruction proposee ici, Allais ne voulait faire porter les experiences de choix que sur des sujets rationnels, ou bien selectionnes au depart, ou bien reveles comme tels par l'experience. L'article developpe ces intuitions en revenant aux travaux des annees 1970, aujourd'hui tres peu connus, qui, sous l'influence d'Allais, proposerent des traductions experimentales de la rationalite, et il invite finalement la theorie de la decision a diversifier ses methodes en s'inspirant de ces tentatives originales. Few problems in decision theory have raised more persisting interest than the Allais paradox. It appears that sufficiently many brilliant works have addressed it from within decision theory proper for history and philosophy of science now to enter stage. In its historical side, the paper recounts the paradox as it arose, i.e., in 1952, at a Paris conference attended by the main decision theorists of the time. They had drawn renewed confidence in expected utility theory (EUT) from the way von Neumann and Morgenstern had axiomatized it in 1947, and Allais devised his puzzle precisely to shaken their confidence. The issues between the two camps were normative, but they became lost in the developments of the 1980s that belatedly brought fame to the "Allais paradox". These works restricted the paradox to be a straightforward empirical refutation, turning it into a stake of also exclusively empirically oriented non-EU theories. In its philosophical vein, the paper tries to evaluate this shift of interpretation. To an extent, decision theorists were right because their experimental work was thus freed from a major complication and amenable to illuminating results: EUT was empirically refuted, the independence axiom of von Neumann and Morgentern was the main culprit, and the next theoretical stage was to modify this axiom appropriately. However, they were also wrong in not addressing an essential feature of their field, i.e., that observed behaviour is informative only if agents are prepared to endorse it reflectingly, i.e., to endow it with some normative value. As reconstructed here, Allais meant to reserve choice experiments to rational subjects, who were either selected at the outset, or identified as such by the experimental results. The paper tries to flesh out Allais's intuitions by turning to by now little known works of the 1970s, which under his influence provided experimental renderings of rationality, and it eventually suggests that decision theory might diversify its methods by taking inspiration from these original attempts.