Using soft maximin for risk averse multi-objective decision-making.
Benjamin J. SmithRobert KlassertRoland PihlakasPublished in: Auton. Agents Multi Agent Syst. (2023)
Keyphrases
- risk averse
- multi objective
- decision makers
- decision making
- risk neutral
- utility function
- evolutionary algorithm
- multi objective optimization
- risk aversion
- optimization algorithm
- decision support system
- portfolio management
- genetic algorithm
- objective function
- multiple objectives
- stochastic programming
- expected utility
- nsga ii
- particle swarm optimization
- lower bound
- data mining
- decision theory
- pareto optimal
- bi objective
- problems involving
- artificial intelligence