On some ordinal models for decision making under uncertainty
From MaRDI portal
Publication:2271863
DOI10.1007/s10479-008-0329-yzbMath1179.68162OpenAlexW2015774025MaRDI QIDQ2271863
Publication date: 4 August 2009
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.64.946
conjoint measurementsubjective expected utilitydecision under uncertaintynontransitive preferenceslikely dominance model
Decision theory (91B06) Reasoning under uncertainty in the context of artificial intelligence (68T37) Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.) (68T20)
Related Items
A multiple criteria ranking method based on game cross-evaluation approach ⋮ Following the traces: an introduction to conjoint measurement without transitivity and additivity
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- SSB utility theory and decision-making under uncertainty
- Cardinal coordinate independence for expected utility
- Qualitative decision theory with preference relations and comparative uncertainty: an axiomatic approach
- Axiomatization of a preference for most probable winner
- State-dependent SSB utility
- Derived strengths of preference relations on coordinates
- Skew symmetric additive utility with finite states
- On the problem of weights in multiple criteria decision making (the noncompensatory approach)
- Some remarks on the notion of compensation in MCDM
- The axioms of subjective probability
- Noncompensatory and generalized noncompensatory preference structures
- Biorder families, valued relations, and preference modelling
- Expected utility with purely subjective non-additive probabilities
- A nonlinear, nontransitive and additive-probability model for decisions under uncertainty
- Some implications of a more general form of regret theory
- Non-transitive measurable utility for decision under uncertainty
- Nontransitive measurable utility
- Additive differences and simple preference comparisons
- Noncompensatory preferences
- Skew-symmetric additive representations of preferences
- An axiomatization of cumulative prospect theory
- Separating marginal utility and probabilistic risk aversion
- Choquet expected utility with a finite state space: Commutativity and act-independence
- Fundamentals of uncertainty calculi with applications to fuzzy inference
- Modeling agents as qualitative decision makers
- Binary choice probabilities: on the varieties of stochastic transitivity
- `Additive difference' models without additivity and subtractivity
- An axiomatic foundation for regret theory
- The sure-thing principle and the comonotonic sure-thing principle: An axiomatic analysis
- Nontransitive decomposable conjoint measurement.
- A note on Wakker's cardinal coordinate independence
- Nontransitive preferences in decision theory
- Subjective expected utility with non-additive probabilities on finite state spaces
- Connecting and resolving Sen's and Arrow's theorems
- A characterization of concordance relations
- Risk, Ambiguity, and the Savage Axioms
- Qualitative decision theory
- Decision Analysis Under States-Additive SSB Preferences
- Context-Dependent Choice with Nonlinear and Nontransitive Preferences
- Subjective Probability and Expected Utility without Additivity
- Regret in Decision Making under Uncertainty
- Axioms for Lexicographic Preferences
- Prospect Theory: An Analysis of Decision under Risk
- The Paradox of Nontransitive Dice
- A characterization of generalized concordance rules in multicriteria decision making
- An axiomatic treatment of three qualitative decision criteria
- Some Probability Paradoxes in Choice from Among Random Alternatives
- Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
- Decision-theoretic foundations of qualitative possibility theory