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Chapter 1: Theories of Decision Making under Uncertainty
https://doi.org/10.1142/9789814611046_0001Cited by:0 (Source: Crossref)
Abstract:
The following sections are included:
What is Decision Making? A General Framework of a Decision Making Problem
Expected Utility Theory of von Neumann and Morgenstern
Subjective Expected Utility Theory of Savage
Prospect Theory and Rank-Dependent Utility Models
Choquet Expected Utility
Cumulative Prospect Theory
Multiple Priors Models
Hierarchical Uncertainty Models
Analyses of the Existing Decision Theories
