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020 ▼a 9780438144248
035 ▼a (MiAaPQ)AAI10744704
035 ▼a (MiAaPQ)umd:18761
040 ▼a MiAaPQ ▼c MiAaPQ ▼d 248032
0491 ▼f DP
0820 ▼a 519
1001 ▼a Jie, Cheng.
24510 ▼a Decision Making Under Uncertainty: New Models and Applications.
260 ▼a [S.l.] : ▼b University of Maryland, College Park., ▼c 2018
260 1 ▼a Ann Arbor : ▼b ProQuest Dissertations & Theses, ▼c 2018
300 ▼a 146 p.
500 ▼a Source: Dissertation Abstracts International, Volume: 79-12(E), Section: B.
500 ▼a Adviser: Michael C. Fu.
5021 ▼a Thesis (Ph.D.)--University of Maryland, College Park, 2018.
520 ▼a 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
520 ▼a 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
520 ▼a 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
520 ▼a 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
590 ▼a School code: 0117.
650 4 ▼a Applied mathematics.
650 4 ▼a Mathematics.
650 4 ▼a Operations research.
690 ▼a 0364
690 ▼a 0405
690 ▼a 0796
71020 ▼a University of Maryland, College Park. ▼b Applied Mathematics and Scientific Computation.
7730 ▼t Dissertation Abstracts International ▼g 79-12B(E).
773 ▼t Dissertation Abstract International
790 ▼a 0117
791 ▼a Ph.D.
792 ▼a 2018
793 ▼a English
85640 ▼u http://www.riss.kr/pdu/ddodLink.do?id=T14996839 ▼n KERIS
980 ▼a 201812 ▼f 2019
990 ▼a 관리자 ▼b 관리자