Risk propensity and proportion of investment for agents using power utility functions.
Jesús Emeterio Navarro-BarrientosPublished in: CoDIT (2016)
Keyphrases
- utility function
- risk aversion
- risk averse
- social welfare
- preference elicitation
- risk neutral
- expected utility
- decision makers
- risk sensitive
- decision problems
- decision making
- multi attribute
- multi agent systems
- decision theory
- multiagent systems
- probability distribution
- multi agent
- software agents
- autonomous agents
- multiple agents
- cooperative
- optimization criterion
- game theoretic
- quasi linear
- envy free
- minimax regret
- resource allocation
- data mining
- utility elicitation