Common Mathematical Foundations of Expected Utility and Dual Utility Theories.
Darinka DentchevaAndrzej RuszczynskiPublished in: SIAM J. Optim. (2013)
Keyphrases
- expected utility
- mathematical foundations
- decision theory
- utility function
- utility theory
- decision theoretic
- von neumann
- risk aversion
- decision makers
- pareto optimal
- probability theory
- belief functions
- theoretical framework
- optimal strategy
- prospect theory
- conditional plans
- game theory
- decision making
- influence diagrams
- case based reasoning
- risk averse
- computational complexity
- subjective probabilities
- artificial intelligence
- genetic algorithm