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]

Authors

Xiangyu Cui

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Rujun Jiang

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Yun Shi

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Rufeng Xiao

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Yifan Yan

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