Abstract
In this paper we shall consider sequential decision problems in which the decision maker (DM) is uncertain about his utility function. In problems of this type, learning about the utility function from observations and experiences realized during the sequential process is an important consideration when the DM tries to choose his decisions in an optimal fashion. Such problems are known as problems of adaptive utility.
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© 1983 Springer Science+Business Media Dordrecht
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DeGroot, M.H. (1983). Decision Making with an Uncertain Utility Function. In: Stigum, B.P., Wenstøp, F. (eds) Foundations of Utility and Risk Theory with Applications. Theory and Decision Library, vol 37. Springer, Dordrecht. https://doi.org/10.1007/978-94-017-1590-4_20
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DOI: https://doi.org/10.1007/978-94-017-1590-4_20
Publisher Name: Springer, Dordrecht
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