Uncertain expected utility function and its risk premium.
Xiaowei ChenGyei-Kark ParkPublished in: J. Intell. Manuf. (2017)
Keyphrases
- expected utility
- risk aversion
- utility function
- prospect theory
- decision theory
- decision theoretic
- subjective probabilities
- decision makers
- decision making
- pareto optimal
- influence diagrams
- risk averse
- optimal strategy
- belief functions
- exchange rate
- belief state
- sensitivity analysis
- multistage
- stochastic programming
- multi objective
- bayesian networks
- data mining