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math.OC2022★ 1 cited
Decision Making under Cumulative Prospect Theory: An Alternating Direction Method of Multipliers
Xiangyu Cui, Rujun Jiang, Yun Shi +2
This paper proposes a novel numerical method for solving the problem of decision making under cumulative prospect theory (CPT), where the goal is to maximize utility subject to pra…
math.OC2022
Solving Stackelberg Prediction Game with Least Squares Loss via Spherically Constrained Least Squares Reformulation
Jiali Wang, Wen Huang, Rujun Jiang +2
The Stackelberg prediction game (SPG) is popular in characterizing strategic interactions between a learner and an attacker. As an important special case, the SPG with least square…