2 papers
math.OC2026
Eliciting Von Neumann-Morgenstern utility from discrete choices with response error
Bo Chen, Jia Liu
We develop a preference elicitation method for a Von Neumann-Morgenstern (VNM)-type decision-maker from pairwise comparison data in the presence of response errors. We apply the ma…
math.OC2024
A Robo-Advisor System: expected utility modeling via pairwise comparisons
Bo Chen, Jia Liu
We introduce a robo-advisor system that recommends customized investment portfolios to users using an expected utility model elicited from pairwise comparison questionnaires. The r…