A test for risk-averse expected utility.
Christopher P. ChambersCe LiuSeung-Keun MartinezPublished in: J. Econ. Theory (2016)
Keyphrases
- risk averse
- expected utility
- risk aversion
- utility function
- decision makers
- decision theory
- decision theoretic
- pareto optimal
- influence diagrams
- stochastic programming
- optimal strategy
- decision making
- risk sensitive
- decision problems
- multistage
- artificial intelligence
- belief functions
- belief state
- linear program
- lower bound
- bayesian networks