Resolving Inconsistencies in Utility Measurement Under Risk: Tests of Generalizations of Expected Utility.
Han BleichrodtJose Maria Abellan-PerpiñanJose Luis Pinto-PradesIldefonso Mendez-MartinezPublished in: Manag. Sci. (2007)
Keyphrases
- expected utility
- utility function
- risk aversion
- decision theory
- decision theoretic
- decision makers
- risk averse
- pareto optimal
- conditional plans
- utility theory
- belief functions
- decision making
- influence diagrams
- optimal strategy
- knowledge base
- multi attribute
- optimal portfolio
- prospect theory
- sensitivity analysis
- resource allocation
- mathematical model
- evolutionary algorithm
- multi agent
- reinforcement learning
- genetic algorithm