This paper considers a stochastic shortest path problem where the arc lengths are independent random variables following a normal distribution. In this problem, the optimal path is one that maximizes ...

This note elaborates Suppes’ (1977, Erkenntnis Vol. 11, No. 1, pp 233-250) derivation of the logarithmic function as a consumer’s cardinal utility function on money income levels, in which the ...

This paper considers the decision maker whose evaluation and consequent choice of actions is accomplished through the use of the expected utility hypothesis. In cases where the utility function is ...

Abstract: One of the classic observations in investment theory is that maximizing the expected-log-return of a portfolio results in the greatest long-term growth of wealth. The log-optimal portfolio ...

Abstract: Many real-world problems can be formulated as multiple-objective linear programming (MOLP) problems. In the search for the best compromise solution for conflicting and noncommensurate ...

This is the code repository for: Reymond, M., Hayes, C. F., Steckelmacher, D., Roijers, D. M., & Nowé, A. (2023). Actor-critic multi-objective reinforcement learning ...