Decision Making Under Cumulative Prospect Theory: An Alternating Direction Method of Multipliers

Xiangyu Cui, Rujun Jiang, Yun Shi, Rufeng Xiao, Yifan Yan. Decision Making Under Cumulative Prospect Theory: An Alternating Direction Method of Multipliers. INFORMS Journal on Computing, 37(4):856-873, 2025. [doi]

Abstract

Abstract is missing.