Stochastic Optimization in a Cumulative Prospect Theory Framework

DOI10.1109/TAC.2018.2822658zbMath1423.90160OpenAlexW2796289712WikidataQ130045086 ScholiaQ130045086MaRDI QIDQ4682345

Michael C. Fu, Steve Marcus, Cheng Jie, Csaba Szepesvári, L. A. Prashanth

Publication date: 18 September 2018

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

Full work available at URL: https://doi.org/10.1109/tac.2018.2822658

Mathematics Subject Classification ID

Decision theory (91B06) Stochastic programming (90C15) Stochastic approximation (62L20) Individual preferences (91B08)

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