A nonsmooth approach to nonexpected utility theory under risk.
Kalyan ChatterjeeR. Vijay KrishnaPublished in: Math. Soc. Sci. (2011)
Keyphrases
- utility theory
- expected utility
- cumulative prospect theory
- multi attribute
- decision theory
- decision making
- soft constraints
- utility function
- risk management
- decision analysis
- decision theoretic
- von neumann
- decision model
- decision makers
- fuzzy logic
- bayesian networks
- decision problems
- pareto optimal
- belief functions
- genetic algorithm
- similarity search
- risk analysis
- preference relations
- multi dimensional
- risk factors
- risk assessment
- multi criteria
- mathematical programming
- attribute values