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]
@article{CuiJSXY25,
title = {Decision Making Under Cumulative Prospect Theory: An Alternating Direction Method of Multipliers},
author = {Xiangyu Cui and Rujun Jiang and Yun Shi and Rufeng Xiao and Yifan Yan},
year = {2025},
doi = {10.1287/ijoc.2023.0243},
url = {https://doi.org/10.1287/ijoc.2023.0243},
researchr = {https://researchr.org/publication/CuiJSXY25},
cites = {0},
citedby = {0},
journal = {INFORMS Journal on Computing},
volume = {37},
number = {4},
pages = {856-873},
}