Computational Models for Cumulative Prospect Theory: Application to the Knapsack Problem Under Risk

DOI10.1007/978-3-030-35514-2_5zbMath1440.91019OpenAlexW2992638457MaRDI QIDQ3297800

Patrice Perny, Hugo Martin

Publication date: 20 July 2020

Published in: Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-35514-2_5

zbMATH Keywords

knapsack problemrisk aversionmixed-integer linear programmingcumulative prospect theory

Mathematics Subject Classification ID

Mixed integer programming (90C11) Utility theory (91B16)

Cites Work

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