Upper bounds for the risk in the α — t utility function |
| |
| Authors: | MA Grove |
| |
| Institution: | Department of Economics, University of Oregon, Eugene, OR 97403, USA |
| |
| Abstract: | Fishburn's α — t model is an important example of a utility function involving a target for a random variable. Simple upper bounds for the risk function in this model are proposed for cases in which the probability distribution is either unknown, or produces complicated or intractable statements of the model. |
| |
| Keywords: | decision analysis stochastic models approximations |
| 本文献已被 ScienceDirect 等数据库收录！ |
|
