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Comment on Reproducing prospect theory with 'differentiable decision theories'parent

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Can you explain what a “differentiable” decision theory is? I understand, for instance, maximizing expected value (and taking a derivative to get a maximum), but I don’t understand how the concept of maximizing expected value could itself be made into a derivative.

Edit: Seems like a “differentiable theory” is just one that can be framed in terms of an optimization problem that can be solved by gradient descent. Is that right?

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