Theory of capacities
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In this article, the conditions générales d'utilisation (http://www.numdam.org/legal.php) of a fichier do not necessarily imply a mention of copyright.Abstract:
© Annales de l’institut Fourier, 1954, tous droits réservés. L’accès aux archives de la revue « Annales de l’institut Fourier » (http://annalif.ujf-grenoble.fr/) implique l’accord avec les conditions générales d’utilisation (http://www.numdam.org/legal.php). Toute utilisation commerciale ou impression systématique est constitutive d’une infraction pénale. Toute copie ou impression de ce fichier doit contenir la présente mention de copyright.read more
Citations
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Advances in prospect theory: cumulative representation of uncertainty
Amos Tversky,Daniel Kahneman +1 more
TL;DR: Cumulative prospect theory as discussed by the authors applies to uncertain as well as to risky prospects with any number of outcomes, and it allows different weighting functions for gains and for losses, and two principles, diminishing sensitivity and loss aversion, are invoked to explain the characteristic curvature of the value function and the weighting function.
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MAxmin expected utility with non-unique prior
TL;DR: In this paper, the authors characterize preference relations over acts which have a numerical representation by the functional J(f) = min > {∫ uo f dP / P∈C } where f is an act, u is a von Neumann-Morgenstern utility over outcomes, and C is a closed and convex set of finitely additive probability measures on the states of nature.
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Theory and Applications of Robust Optimization
TL;DR: This paper surveys the primary research, both theoretical and applied, in the area of robust optimization (RO), focusing on the computational attractiveness of RO approaches, as well as the modeling power and broad applicability of the methodology.
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Expected value of fuzzy variable and fuzzy expected value models
Baoding Liu,Yian-Kui Liu +1 more
TL;DR: A novel concept of expected values of fuzzy variables is presented, which is essentially a type of Choquet integral and coincides with that of random variables, and is designed to calculate the expected value of general fuzzy variable.
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Recent developments in modeling preferences: Uncertainty and ambiguity
Colin F. Camerer,Martin Weber +1 more
TL;DR: In subjective expected utility (SEU), the decision weights people attach to events are their beliefs about the likelihood of events as discussed by the authors, and it has been shown that people prefer to bet on events they know more about.
References
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A class of super-additive functions
TL;DR: In this article, it was shown that the torsional rigidity is super-additive in a more restrictive sense, and that if D1, D2, Dn are domains contained in a domain D, then the stress function is superadditive.