Optimal allocations with <i>α</i>‐MaxMin utilities, Choquet expected utilities, and prospect theory (Q6076916)
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scientific article; zbMATH DE number 7751232
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal allocations with <i>α</i>‐MaxMin utilities, Choquet expected utilities, and prospect theory |
scientific article; zbMATH DE number 7751232 |
Statements
Optimal allocations with <i>α</i>‐MaxMin utilities, Choquet expected utilities, and prospect theory (English)
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17 October 2023
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quasidifferential calculus
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ambiguity
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Pareto optimality
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\(\alpha\)-MaxMin expected utility
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Choquet expected utility
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rank-dependent expected utility
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cumulative prospect theory
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