Modeling Ambiguity Averse Behavior of Individual Decision Making: Prospect Theory under Uncertainty.
Hiroyuki TamuraPublished in: MDAI (2009)
Keyphrases
- decision making
- prospect theory
- expected utility
- decision makers
- fuzzy logic
- decision support system
- decision theory
- risk aversion
- data mining
- utility function
- decision making under uncertainty
- search algorithm
- computational complexity
- lower bound
- optimization problems
- influence diagrams
- decision theoretic
- robust optimization