Probabilistic extention of the cumulative prospect theory
Year of publication: |
2013
|
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Authors: | Zutler, Ilya |
Institutions: | National Research University Higher School of Economics |
Subject: | cumulative prospect theory | probabilistic choice | continues Markov process |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in WP BRP Series: Economics / EC, September 2013, pages 1-15 Number WP BRP 33/EC/2013 15 pages |
Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; D83 - Search, Learning, Information and Knowledge ; C44 - Statistical Decision Theory; Operations Research |
Source: |
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