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    Sequential Decision Making with Rank Dependent Utility: A Minimax Regret Approach
    12 years 1 months ago
    Sequential Decision Making with Rank Dependent Utility: A Minimax Regret Approach
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    This paper is devoted to sequential decision making with Rank Dependent expected Utility (RDU). This decision criterion generalizes Expected Utility and enables to model a wider r...
    Gildas Jeantet, Patrice Perny, Olivier Spanjaard
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