Decision making under cumulative prospect theory : an alternating direction method of multipliers
Xiangyu Cui, Rujun Jiang, Yun Shi, Rufeng Xiao, Yifan Yan
| Year of publication: |
2025
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| Authors: | Cui, Xiangyu ; Jiang, Rujun ; Shi, Yun ; Xiao, Rufeng ; Yan, Yifan |
| Published in: |
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences. - Linthicum, Md. : INFORMS, ISSN 1526-5528, ZDB-ID 2004082-9. - Vol. 37.2025, 4, p. 856-873
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| Subject: | alternating direction method of multipliers | cumulative prospect theory | dynamic programming | utility optimization | Prospect Theory | Prospect theory | Multiplikator | Multiplier | Entscheidung | Decision | Nutzen | Utility | Dynamische Optimierung | Dynamic programming | Entscheidung unter Unsicherheit | Decision under uncertainty | Erwartungsnutzen | Expected utility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/ijoc.2023.0243 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015453360