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We investigate the application of classification techniques to utility elicitation. In a decision problem, two sets of parameters must generally be elicited: the probabilities and the utilities. While the prior and conditional probabilities…

Artificial Intelligence · Computer Science 2013-02-01 Urszula Chajewska , Lise Getoor , Joseph Norman , Yuval Shahar

We initiate a novel direction in randomized social choice by proposing a new definition of agent utility for randomized outcomes. Each agent has a preference over all outcomes and a {\em quantile} parameter. Given a {\em lottery} over the…

Computer Science and Game Theory · Computer Science 2026-03-03 Ioannis Caragiannis , Fabian Frank , Sanjukta Roy

A formalized and quantifiable responsibility score is a crucial component in many aspects of the development and application of multi-agent systems and autonomous agents. We can employ it to inform decision making processes based on ethical…

Computer Science and Game Theory · Computer Science 2022-09-16 Sarah Hiller , Jonas Israel , Jobst Heitzig

The ideas of aleatoric and epistemic uncertainty are widely used to reason about the probabilistic predictions of machine-learning models. We identify incoherence in existing discussions of these ideas and suggest this stems from the…

Machine Learning · Computer Science 2025-08-19 Freddie Bickford Smith , Jannik Kossen , Eleanor Trollope , Mark van der Wilk , Adam Foster , Tom Rainforth

Decision theory has become widely accepted in the AI community as a useful framework for planning and decision making. Applying the framework typically requires elicitation of some form of probability and utility information. While much…

Artificial Intelligence · Computer Science 2013-02-08 Vu A. Ha , Peter Haddawy

We introduce a new approach to modeling uncertainty based on plausibility measures. This approach is easily seen to generalize other approaches to modeling uncertainty, such as probability measures, belief functions, and possibility…

Artificial Intelligence · Computer Science 2016-08-31 Nir Friedman , Joseph Y. Halpern

Subjective expected utility theory assumes that decision-makers possess unlimited computational resources to reason about their choices; however, virtually all decisions in everyday life are made under resource constraints - i.e.…

Machine Learning · Statistics 2016-10-07 Pedro A. Ortega , Alan A. Stocker

McFadden's random-utility model of multinomial choice has long been the workhorse of applied research. We establish shape-restrictions under which multinomial choice-probability functions can be rationalized via random-utility models with…

Econometrics · Economics 2021-05-20 Debopam Bhattacharya

The 'expected utility hypothesis' is one of the foundations of classical approaches to economics and decision theory and Savage's 'Sure-Thing Principle' is a fundamental element of it. It has been put forward that real-life situations…

Physics and Society · Physics 2012-03-28 Diederik Aerts , Bart D'Hooghe , Sandro Sozzo

A decision maker's utility depends on her action $a\in A \subset \mathbb{R}^d$ and the payoff relevant state of the world $\theta\in \Theta$. One can define the value of acquiring new information as the difference between the maximum…

Theoretical Economics · Economics 2021-05-04 Farzad Pourbabaee

Inferring a decision maker's utility function typically involves an elicitation phase where the decision maker responds to a series of elicitation queries, followed by an estimation phase where the state-of-the-art is to either fit the…

Applications · Statistics 2018-07-31 Mengyang Gu , Debarun Bhattacharjya , Dharmashankar Subramanian

We introduce the relative Haagerup approximation property for a unital, expected inclusion of arbitrary von Neumann algebras and show that if the smaller algebra is finite then the notion only depends on the inclusion itself, and not on the…

Operator Algebras · Mathematics 2023-03-29 Martijn Caspers , Mario Klisse , Adam Skalski , Gerrit Vos , Mateusz Wasilewski

In this paper, we establish a mathematical duality between utility transforms and probability distortions. These transforms play a central role in decision under risk by forming the foundation for the classic theories of expected utility,…

Theoretical Economics · Economics 2024-03-21 Christopher P. Chambers , Peng Liu , Ruodu Wang

By considering probability distributions over the set of assignments the expected truth values assignment to propositional variables are extended through linear operators, and the expected truth values of the clauses at any given…

Logic in Computer Science · Computer Science 2010-07-07 Guillermo Morales-Luna

Possibilistic risk theory starts from the hypothesis that risk is modelled by fuzzy numbers. In particular, in a possibilistic portfolio choice problem, the return of a risky asset will be a fuzzy number. The expected utility operators have…

Portfolio Management · Quantitative Finance 2019-07-01 Irina Georgescu , Louis Aimé Fono

Let $\mathcal{N}\subset\mathcal{M}$ be a unital inclusion of arbitrary von Neumann algebras. We give a 2-{$C^*$}-categorical/planar algebraic description of normal faithful conditional expectations…

Operator Algebras · Mathematics 2022-11-01 Luca Giorgetti

This is an expository paper on tensor products where the standard approaches for constructing concrete instances of algebraic tensor products of linear spaces, via quotient spaces or via linear maps of bilinear maps, are reviewed by…

Functional Analysis · Mathematics 2021-08-31 C. S. Kubrusly

Two prominent objectives in social choice are utilitarian - maximizing the sum of agents' utilities, and leximin - maximizing the smallest agent's utility, then the second-smallest, etc. Utilitarianism is typically computationally easier to…

Computer Science and Game Theory · Computer Science 2025-09-29 Eden Hartman , Yonatan Aumann , Avinatan Hassidim , Erel Segal-Halevi

The class of generic structures among those consisting of the measure algebra of a probability space equipped with an automorphism is axiomatizable by positive sentences interpreted using an approximate semantics. The separable generic…

Logic · Mathematics 2007-05-23 Alexander Berenstein , C. Ward Henson

We present a theory of expected utility with state-dependent linear utility functions for monetary returns, that incorporates the possibility of loss-aversion. Our results relate to first order stochastic dominance, mean-preserving spread,…

Theoretical Economics · Economics 2024-11-19 Somdeb Lahiri