Uncertainty Aversion with Second-Order Utilities and Probabilities.
Robert F. NauPublished in: Manag. Sci. (2006)
Keyphrases
- expected utility
- risk aversion
- utility function
- probability theory
- conditional probabilities
- probability distribution
- decision theory
- utility theory
- higher order
- subjective probabilities
- probability measure
- decision makers
- belief networks
- joint probability
- decision theoretic
- high order
- state transition probabilities
- artificial intelligence
- data sets
- handling uncertainty
- imprecise probabilities
- multiattribute utility
- risk averse
- pareto optimal
- belief functions
- decision problems
- bayesian networks
- databases