Evaluating ambiguous random variables from Choquet to maxmin expected utility.
Faruk GulWolfgang PesendorferPublished in: J. Econ. Theory (2021)
Keyphrases
- random variables
- expected utility
- decision theory
- utility function
- probability distribution
- graphical models
- decision theoretic
- decision makers
- influence diagrams
- decision making
- pareto optimal
- bayesian networks
- optimal strategy
- stochastic optimization problems
- conditional independence
- latent variables
- game theory
- independent and identically distributed
- conditional plans
- artificial intelligence
- probabilistic inference
- directed acyclic graph
- decision problems
- theoretical framework
- multi objective
- conditional probabilities
- genetic algorithm
- case based reasoning
- probabilistic graphical models
- random vectors
- belief propagation
- prospect theory