Risk measures on networks and expected utility.
Roy CerquetiClaudio LupiPublished in: Reliab. Eng. Syst. Saf. (2016)
Keyphrases
- expected utility
- risk measures
- risk averse
- utility function
- decision theory
- decision theoretic
- decision makers
- pareto optimal
- optimal strategy
- robust optimization
- stochastic programming
- influence diagrams
- genetic algorithm
- portfolio optimization
- decision problems
- case based reasoning
- probability distribution
- dynamic programming
- artificial intelligence