login

Linear utility theory for belief functions

Operations Research LettersPublished 1 April 1989
Jean‐Yves Jaffray
Citations249
SJR quartileQ2
SJR score0.44
SNIP0.68

Abstract

In uncertainty situations where knowledge is described by a Dempster-Shafer belief function (which is more general than a probability measure), von Neumann-Morgenstern linear utility theory applies and leads to a generalized expected utility representation of preference which allows for risk-attitude and ambiguity-attitude (pessimism/optimism).

Keywords

Computer ScienceDecision Sciences