This document introduces the foundations of Bayesian probability theory. The emphasis is on understanding why Bayesian probability theory works, and on realizing that the theory relies, on the one hand, on a very limited number of fundamental properties for information processing, and, on the other hand, on a number of application-dependent and arbitrary choices for decision making. 1 What is B...

A utility function is an important tool for representing a DM’s preference. We adjoin utility functions to multi-objective optimization problems. In current studies, usually one utility function is used for each objective function. Situations may arise for a goal to have multiple utility functions. Here, we consider a constrained multi-objective problem with each objective having multiple utili...