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A model for decision making that generalizes Expected Utility Maximization is presented. This model, Expected Qualitative Utility Maximization, encompasses the Maximin criterion. It relaxes both the Independence and the Continuity…

Computer Science and Game Theory · Computer Science 2007-05-23 Daniel Lehmann

One way to make decisions under uncertainty is to select an optimal option from a possible range of options, by maximizing the expected utilities derived from a probability model. However, under severe uncertainty, identifying precise…

Statistics Theory · Mathematics 2024-03-06 Nawapon Nakharutai , Sébastien Destercke , Matthias C. M. Troffaes

This paper builds a rule for decisionmaking from the physical behavior of single neurons, the well established neural circuitry of mutual inhibition, and the evolutionary principle of natural selection. No axioms are used in the derivation…

Theoretical Economics · Economics 2023-02-21 Valdes Salvador , Gonzalo ValdesEdwards

Intelligent agents rely on AI/ML functionalities to predict the consequence of possible actions and optimise the policy. However, the effort of the research community in addressing prediction accuracy has been so intense (and successful)…

Machine Learning · Computer Science 2023-10-04 Gianluca Bontempi

Different from shopping at retail stores, consumers on e-commerce platforms usually cannot touch or try products before purchasing, which means that they have to make decisions when they are uncertain about the outcome (e.g., satisfaction…

Information Retrieval · Computer Science 2020-08-20 Zhichao Xu , Yi Han , Yongfeng Zhang , Qingyao Ai

This paper motivates the study of decision theory as necessary for aligning smarter-than-human artificial systems with human interests. We discuss the shortcomings of two standard formulations of decision theory, and demonstrate that they…

Artificial Intelligence · Computer Science 2015-07-09 Nate Soares , Benja Fallenstein

We present a general theory of quantum information processing devices, that can be applied to human decision makers, to atomic multimode registers, or to molecular high-spin registers. Our quantum decision theory is a generalization of the…

Quantum Physics · Physics 2009-11-13 V. I. Yukalov , D. Sornette

Protecting against cyber-threats is vital for every organization and can be done by investing in cybersecurity controls and purchasing cyber insurance. However, these are interlinked since insurance premiums could be reduced by investing…

Econometrics · Economics 2024-12-02 Chaitanya Joshi , Jinming Yang , Sergeja Slapnicar , Ryan K L Ko

Gilboa and Schmeidler's (1989) uncertainty aversion plays a central role in decision theory and economics, yet many inconsistent behaviors have been observed in experiments. Motivated by this, we study an axiom postulating a minimal degree…

Theoretical Economics · Economics 2025-08-22 Kensei Nakamura , Shohei Yanagita

We demonstrate that behavioral probabilities of human decision makers share many common features with quantum probabilities. This does not imply that humans are some quantum objects, but just shows that the mathematics of quantum theory is…

Neurons and Cognition · Quantitative Biology 2017-04-05 V. I. Yukalov , D. Sornette

Random utility theory models an agent's preferences on alternatives by drawing a real-valued score on each alternative (typically independently) from a parameterized distribution, and then ranking the alternatives according to scores. A…

Multiagent Systems · Computer Science 2012-11-13 Hossein Azari Soufiani , David C. Parkes , Lirong Xia

Making a decision is often a matter of listing and comparing positive and negative arguments. In such cases, the evaluation scale for decisions should be considered bipolar, that is, negative and positive values should be explicitly…

Artificial Intelligence · Computer Science 2014-01-16 Didier Dubois , Hélène Fargier , Jean-François Bonnefon

Understanding human driving behavior is important for autonomous vehicles. In this paper, we propose an interpretable human behavior model in interactive driving scenarios based on the cumulative prospect theory (CPT). As a non-expected…

Artificial Intelligence · Computer Science 2019-07-23 Liting Sun , Wei Zhan , Yeping Hu , Masayoshi Tomizuka

Diversification represents the idea of choosing variety over uniformity. Within the theory of choice, desirability of diversification is axiomatized as preference for a convex combination of choices that are equivalently ranked. This…

Economics · Quantitative Finance 2016-10-07 Enrico G. De Giorgi , Ola Mahmoud

Decision theories offer principled methods for making choices under various types of uncertainty. Algorithms that implement these theories have been successfully applied to a wide range of real-world problems, including materials and drug…

Machine Learning · Computer Science 2026-05-26 Agustinus Kristiadi

In this paper we extend Savage's theory of decision-making under uncertainty from a classical environment into a non-classical one. We formulate the corresponding axioms and provide representation theorems for qualitative measures and…

Physics and Society · Physics 2007-05-23 V. I. Danilov , A. Lambert-Mogiliansky

People often deviate from expected utility theory when making risky and intertemporal choices. While the effects of probabilistic risk and time delay have been extensively studied in isolation, their interplay and underlying theoretical…

Theoretical Economics · Economics 2025-04-10 Ho Ka Chan , Taro Toyoizumi

A family of models of individual discrete choice are constructed by means of statistical averaging of choices made by a subject in a reinforcement learning process, where the subject has short, k-term memory span. The choice probabilities…

Econometrics · Economics 2019-08-20 Misha Perepelitsa

In this work we generalize standard Decision Theory by assuming that two outcomes can also be incomparable. Two motivating scenarios show how incomparability may be helpful to represent those situations where, due to lack of information,…

Computer Science and Game Theory · Computer Science 2014-04-04 Piero A. Bonatti , Marco Faella , Luigi Sauro

The theory of rational choice assumes that when people make decisions they do so in order to maximize their utility. In order to achieve this goal they ought to use all the information available and consider all the choices available to…

Artificial Intelligence · Computer Science 2017-04-07 Tshilidzi Marwala