Certainty Equivalent under Cumulative Prospect Theory
| Autor: | Jacek Chudziak |
|---|---|
| Rok vydání: | 2019 |
| Předmět: |
0209 industrial biotechnology
Cumulative prospect theory media_common.quotation_subject 02 engineering and technology Function (mathematics) Extension (predicate logic) Certainty Translation invariance 020901 industrial engineering & automation Choquet integral Artificial Intelligence Control and Systems Engineering 0202 electrical engineering electronic engineering information engineering 020201 artificial intelligence & image processing Mathematical economics Software Information Systems media_common Mathematics |
| Zdroj: | International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems. 27:415-428 |
| ISSN: | 1793-6411 0218-4885 |
| DOI: | 10.1142/s0218488519500193 |
| Popis: | We consider the relations between some properties of the certainty equivalent and the form of a utility function under Cumulative Prospect Theory. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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