Choice Prediction With Semidefinite Optimization When Utilities are Correlated

DOI10.1109/TAC.2012.2211175MaRDI QIDQ5352966zbMATH OpenFDO

Authors Vinit Kumar Mishra, Karthik Natarajan, Hua Tao, Chung-Piaw Teo

Publication date 8 September 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.2012.2211175

Mathematics Subject Classification ID

Semidefinite programming (90C22) Decision theory (91B06) Utility theory (91B16)

Cited in

(10)

• Road to robust prediction of choices in deterministic MCDM
• Least squares approximation to the distribution of project completion times with Gaussian uncertainty
• Distributionally robust mixed integer linear programs: persistency models with applications
• On reduced semidefinite programs for second order moment bounds with applications
• Discrete choice prox-functions on the simplex
• Semi-discrete optimal transport: hardness, regularization and numerical solution
• Data‐driven research in retail operations—A review
• Distributional utility preference robust optimization models in multi-attribute decision making
• Distributionally robust optimization
• A distributionally robust random utility model

This page was built for publication: Choice Prediction With Semidefinite Optimization When Utilities are Correlated

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5352966)