The goal of this software is to demonstrate the effectiveness of the ADMM method proposed in this paper in the problem of decision making under cumulative prospect theory, as compared… Click to show full abstract
The goal of this software is to demonstrate the effectiveness of the ADMM method proposed in this paper in the problem of decision making under cumulative prospect theory, as compared to other methods, as well as the effectiveness of the model when applied to empirical study.
Keywords:
method;
decision making;
prospect theory;
making cumulative;
cumulative prospect
Journal Title: INFORMS Journal on Computing
Year Published: 2024
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Journal Title: INFORMS Journal on Computing
Year Published: 2024
Link to full text (if available)
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recommendations!