Code and Data Repository for Decision Making Under Cumulative Prospect Theory: An Alternating Direction Method of Multipliers
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DOI: 10.1287/ijoc.2023.0243.cd
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… read more here.
Keywords: method; decision making; prospect theory; making cumulative ... See more keywords