expected utility

The first problem is the optimal investment and reinsurance strategy for maximizing the expected terminal utility of an insurer.

第四章讨论的是以期望终端效用最大化为目标的最优投资与再保险问题。

New decision criteria based on the multi-prior expected utility model

基于多先验期望效用模型的新的决策准则

The model explains it according to the economical theory maximizes their expected utility.

模型很好的解释了中国国有企业购并的特殊现象,事实上它也是符合经济利益最大化原理的.

Taking into account prospect theory instead of the expected utility theory being more in line with the actual human decision-making mode, this paper use the proposed prospect value determination method based on prospect theory and intuitionistic trapezoidal fuzzy numbers to compute single attribute value in the multi-attribute decision-making.

考虑到不确定条件下前景理论相对期望效用理论更符合人类实际的决策模式，运用上述直觉模糊环境下基于多参考点的前景价值确定方法来计算直觉梯形模糊多属性决策中方案单属性价值。

This paper combined the study of predecessor and use PERT predicted method and technology of Monte-Carlo Simulation to get the probability distribution of project's random NPV, and to use the Theory of Expected Utility to get Expected Utility Value for decision-making to make decision of project.

本文结合前人的研究，利用PERT预测法和蒙特卡洛模拟法，建立了项目的随机净现值模型。通过分析净现值的概率分布，利用期望效用理论得出决策者的期望效用值，对项目作出决策。