A casino gambling model under cumulative prospect theory : analysis and algorithm
Sang Hu, Jan Obłój, Xun Yu Zhou
| Year of publication: |
2023
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|---|---|
| Authors: | Hu, Sang ; Obłój, Jan ; Zhou, Xun Yu |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 69.2023, 4, p. 2474-2496
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| Subject: | casino gambling | cumulative prospect theory | randomization | Skorokhod embedding | time inconsistency | Glücksspiel | Gambling | Prospect Theory | Prospect theory | Erwartungsnutzen | Expected utility | Entscheidung unter Unsicherheit | Decision under uncertainty |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2022.4414 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014305420