Skip to Main content Skip to Navigation
Conference papers

Incremental Decision Making Under Risk with the Weighted Expected Utility Model

Hugo Gilbert 1 Nawal Benabbou 1 Patrice Perny 1 Olivier Spanjaard 1 Paolo Viappiani 1
LIP6 - Laboratoire d'Informatique de Paris 6
Abstract : This paper deals with decision making under risk with the Weighted Expected Utility (WEU) model, which is a model generalizing expected utility and providing stronger descriptive possibilities. We address the problem of identifying, within a given set of lotteries, a (near-)optimal solution for a given decision maker consistent with the WEU theory. The WEU model is parameterized by two real-valued functions. We propose here a new incremental elicitation procedure to progressively reduce the imprecision about these functions until a robust decision can be made. We also give experimental results showing the practical efficiency of our method.
Document type :
Conference papers
Complete list of metadata

Cited literature [10 references]  Display  Hide  Download
Contributor : Nawal Benabbou <>
Submitted on : Friday, April 28, 2017 - 2:28:44 PM
Last modification on : Friday, January 8, 2021 - 5:32:07 PM
Long-term archiving on: : Saturday, July 29, 2017 - 1:35:47 PM


Files produced by the author(s)


  • HAL Id : hal-01515989, version 1


Hugo Gilbert, Nawal Benabbou, Patrice Perny, Olivier Spanjaard, Paolo Viappiani. Incremental Decision Making Under Risk with the Weighted Expected Utility Model. 26th International Joint Conference on Artificial Intelligence (IJCAI'17), Aug 2017, Melbourne, Australia. ⟨hal-01515989⟩



Record views


Files downloads