Uncertainty aversion with second-order probabilities and utilities.
Robert NauPublished in: ISIPTA (2001)
Keyphrases
- expected utility
- risk aversion
- probability theory
- utility function
- conditional probabilities
- utility theory
- decision theory
- higher order
- probability distribution
- state transition probabilities
- uncertain data
- high order
- decision theoretic
- subjective probabilities
- belief functions
- hessian matrix
- joint probability
- machine learning
- multiattribute utility
- probability measure
- possibility theory
- transition probabilities
- game theory
- resource allocation
- hidden markov models
- evolutionary algorithm
- reinforcement learning
- case study
- search engine