Partial-Kelly Strategies and Expected Utility: Small-Edge Asymptotics.
Joseph B. KadanePublished in: Decis. Anal. (2011)
Keyphrases
- expected utility
- optimal strategy
- decision theoretic
- utility function
- risk aversion
- decision theory
- decision models
- decision makers
- influence diagrams
- conditional plans
- decision problems
- risk averse
- cost function
- belief functions
- prospect theory
- utility theory
- monte carlo
- upper bound
- neural network
- lower bound
- decision making