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Decision Making Under Uncertainty: New Models and Applications
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| 자료유형 | 학위논문 |
|---|---|
| 서명/저자사항 | Decision Making Under Uncertainty: New Models and Applications. |
| 개인저자 | Jie, Cheng. |
| 단체저자명 | University of Maryland, College Park. Applied Mathematics and Scientific Computation. |
| 발행사항 | [S.l.]: University of Maryland, College Park., 2018. |
| 발행사항 | Ann Arbor: ProQuest Dissertations & Theses, 2018. |
| 형태사항 | 146 p. |
| 기본자료 저록 | Dissertation Abstracts International 79-12B(E). Dissertation Abstract International |
| ISBN | 9780438144248 |
| 학위논문주기 | Thesis (Ph.D.)--University of Maryland, College Park, 2018. |
| 일반주기 |
Source: Dissertation Abstracts International, Volume: 79-12(E), Section: B.
Adviser: Michael C. Fu. |
| 요약 | In the settings of decision-making-under-uncertainty problems, an agent takes an action on the environment and obtains a non-deterministic outcome. Such problem settings arise in various applied research fields such as financial engineering, bus |
| 요약 | Typically, the criterion for selecting an optimal action/policy is a performance measure, determined jointly by the agent's preference and the random mechanism of the agent's surrounding environment. The random mechanism is reflected through a r |
| 요약 | Many decision-making-under-uncertainty problems formulate the performance measure objective function and develop optimization schemes on that objective function. Although the idea on the high-level seems straightforward, there are many challenge |
| 요약 | The thesis studies a special class of performance measure defined based on Cumulative Prospect Theory (CPT), which has been used as an alternative to expected-utility based performance measure for evaluating human-centric systems. The first part |
| 일반주제명 | Applied mathematics. Mathematics. Operations research. |
| 언어 | 영어 |
| 바로가기 | 
: 이 자료의 원문은 한국교육학술정보원에서 제공합니다. |
