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Part VI - Multiattribute Utility Copulas

Published online by Cambridge University Press:  27 June 2018

Ali E. Abbas
Ali E. Abbas
Affiliation:
University of Southern California
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Foundations of Multiattribute Utility , pp. 549 - 650
Publisher: Cambridge University Press
Print publication year: 2018

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References

Additional Readings

Abbas, A. E. 2004. Entropy Methods in Decision Analysis. Ph.D. Dissertation Stanford University.Google Scholar
Abbas, A. E. 2009. Multiattribute utility copulas. Operations Research 57(6): 1367–1383.Google Scholar
Abbas, A. E. and Howard, R. A.. 2005. Attribute dominance utility. Decision Analysis 2(4): 185–206.Google Scholar
Abbas, A. E. and Sun, Z.. 2015. A utility copula approach for preference functions in engineering design. ASME Journal of Mechanical Design 137(9): 1–8.Google Scholar
Nelsen, R. B. 1998. An Introduction to Copulas. Springer-Verlag, New York.Google Scholar
Pratt, J. 1964. Risk aversion in the small and in the large. Econometrica 32: 122–136.Google Scholar
Richard, S. 1975. Multivariate risk aversion, utility independence and separable utility functions. Management Science 22: 12–21.Google Scholar
Sklar, A. 1959. Fonctions de répartition à n dimensions et leurs marges. Publications de l’Institut de Statistique de L’Université de Paris 8 : 229–231.Google Scholar
von Neumann, J. and Morgenstern, O.. 1947. Theory of Games and Economic Behavior. 2nd Ed. Princeton University, Princeton, NJ.Google Scholar

Additional Readings

Abbas, A. E. 2004. Entropy Methods in Decision Analysis. Ph.D. Dissertation Stanford University.Google Scholar
Abbas, A. E. 2009. Multiattribute utility copulas. Operations Research 57(6): 1367–1383.CrossRefGoogle Scholar
Abbas, A. E. and Howard, R. A.. 2005. Attribute dominance utility. Decision Analysis 2(4): 185–206.Google Scholar
Abbas, A. E. and Sun, Z.. 2015. A utility copula approach for preference functions in engineering design. ASME Journal of Mechanical Design 137(9): 1–8.Google Scholar
Abbas, A. E. and Sun, Z.. 2017. Archimedean utility copulas with polynomial generating functions. Working paper.Google Scholar
Nelsen, R. B. 1998. An Introduction to Copulas. Springer-Verlag, New York.Google Scholar
Pratt, J. 1964. Risk aversion in the small and in the large. Econometrica 32: 122–136.Google Scholar
Richard, S. 1975. Multivariate risk aversion, utility independence and separable utility functions. Management Science 22: 12–21.CrossRefGoogle Scholar
Sklar, A. 1959. Fonctions de répartition à n dimensions et leurs marges. Publications de l’Institut de Statistique de L’Université de Paris 8 : 229–231.Google Scholar
von Neumann, J. and Morgenstern, O.. 1947. Theory of Games and Economic Behavior. 2nd Ed. Princeton University, Princeton, NJ.Google Scholar

Additional Readings

Abbas, A. E. 2009. Multiattribute utility copulas. Operations Research 57(6): 1367–1383.CrossRefGoogle Scholar
Abbas, A. E. 2011. The multiattribute utility tree. Decision Analysis 8(3): 180–205.CrossRefGoogle Scholar
Abbas, A. E. 2013. Utility copula functions matching all boundary assessments. Operations Research 61(2): 359–371.Google Scholar
Abbas, A. E. and Bell, D. E.. 2011. One-switch independence for multiattribute utility functions. Operations Research 59(3): 764–771.CrossRefGoogle Scholar
Abbas, A. E. and Bell, D. E.. 2012. One-switch conditions for multiattribute utility functions. Operations Research 60(5): 1199–1212.Google Scholar
Abbas, A. E. and Howard, R. A.. 2005. Attribute dominance utility. Decision Analysis 2(4): 185–206.Google Scholar
Abbas, A. E. and Sun, Z.. 2015. Multiattribute utility functions satisfying mutual preferential independence. Operations Research 62(2): 378–393.Google Scholar
Debreu, G. 1960. Topological methods in cardinal utility theory. In Arrow, K., Karlin, S., and Suppes, P., eds. Mathematical Methods in the Social Sciences, pp. 16–26. Stanford Univiversity Press, Stanford, CA.Google Scholar
Fritsch, F. N. and R. E. Carlson (1980) Monotone piecewise cubic interpolation. SIAM Journal of Numerical Analytics 17(2): 238–246.Google Scholar
Keeney, R. 1974. Multiplicative utility functions. Operations Research 22: 22–34.CrossRefGoogle Scholar
Keeney, R. and Raiffa, L. H.. 1976. Decision with Multiple Objectives. Wiley, New York.Google Scholar
Matheson, J. E. and Abbas, A. E.. 2005. Utility transversality: a value-based approach. Journal of Multi-Criteria Decision Analysis 13: 229–238.Google Scholar
Nelsen, R. B. 1999. An Introduction to Copulas. Springer-Verlag, New York.CrossRefGoogle Scholar
Sungur, A. E. and Yang, Y.. 1996. Diagonal copulas of Archimedean class. Communiques in Statistical-Theory Methodology 25(7): 1659–1676.Google Scholar
von Neumann, J. and Morgenstern, O.. 1947. Theory of Games and Economic Behavior. Princeton University Press, Princeton, NJ.Google Scholar

Additional Readings

Abbas, A. E. 2006. Entropy methods for joint distributions in decision analysis. IEEE Transactions on Engineering. Management 53: 146–159.Google Scholar
Abbas, A. E. 2009. Multiattribute utility copulas. Operations Research 57(6): 1367–1383.Google Scholar
Abbas, A. E. 2010. General decompositions of multiattribute utility functions. Journal of Multicriteria Decision Analysis 17(1, 2): 37–59.Google Scholar
Abbas, A. E. 2011. The multiattribute utility tree. Decision Analysis 8(3): 180–205.Google Scholar
Abbas, A. E. and Bell, D. E.. 2011. One-switch independence for multiattribute utility functions. Operations Research 59(3): 764–771.Google Scholar
Abbas, A. E. and Howard, R. A.. 2005. Attribute dominance utility. Decision Analysis 2(4): 185–206.CrossRefGoogle Scholar
Bell, D. E. 1979. Multiattribute utility: Decomposition using interpolation. Management Science 25: 744–753.Google Scholar
Keeney, R. and Raiffa, H.. 1976. Decisions with Multiple Objectives. Wiley, New York.Google Scholar
Matheson, J. E. and Abbas, A. E.. 2005. Utility transversality: A value-based approach. Journal of Multicriteria Decision Analysis 13: 229–238.Google Scholar
Matheson, J. E. and Howard, R. A.. 1968. An introduction to decision analysis. In The Principles and Applications of Decision Analysis, Vol I, R.A. Howard and J. E. Matheson (Eds). Strategic Decisions Group, Menlo Park, CA.Google Scholar
Nelsen, R. B. 1998. An Introduction to Copulas. Springer-Verlag, New York.Google Scholar
Sklar, A. 1959. Fonctions de répartition à n dimensions et leurs marges. Publications de l’Institut de Statistique de l’Université de Paris 8: 229–231.Google Scholar
von Neumann, J. and Morgenstern, O.. 1947. Theory of Games and Economic Behavior. Princeton University Press, Princeton, NJ.Google Scholar

Additional Readings

Abbas, A. E. 2009. Multiattribute utility copulas. Operations Research 57(6): 1367–1383.Google Scholar
Abbas, A. E. 2012. Utility copula functions matching all boundary assessments. Operations Research 61(2): 359–371.Google Scholar
Abbas, A. E. and Bell, D. E.. 2011. One-switch independence for multiattribute utility functions. Operations Research 59(3): 764–771.Google Scholar
Abbas, A. E. and Bell, D. E.. 2012. One-switch conditions for multiattribute utility functions. Operations Research 60(5): 1199–1212.Google Scholar
Abbas, A. E. and Bell, D. E.. 2015. Ordinal one-switch utility functions. Operations Research 63(6): 1411–1419.Google Scholar
Bell, D. E. 1979. Multiattribute utility functions: Decompositions using interpolation. Management Science 25(2): 208–224.Google Scholar
Bell, D. E. 1988. One-switch utility functions and a measure of risk. Management Science 34(12): 1416–1424.Google Scholar
Debreu, G. 1960 Topological methods in cardinal utility theory. In Arrow, K., Karlin, S., and Suppes, P., eds. Mathematical Methods in the Social Sciences, pp. 16–26. Stanford University Press, Stanford, CA.Google Scholar
Farquhar, P. H. 1975. A fractional hypercube decomposition theorem for multiattribute utility functions. Operations Research 23: 941–967.Google Scholar
Fishburn, P. C. 1974. von Neumann-Morgenstern utility functions on two attributes. Operations Research 22: 35–45.CrossRefGoogle Scholar
Fishburn, P. C. 1977. Approximations of two-attribute utility functions. Mathematics of Operations Research 2: 30–44.Google Scholar
Karni, E. and Safra, Z.. 1998. Hexagon condition and additive representation of preferences: An algebraic approach. Journal of Mathematical Psychology 42: 393–399.Google Scholar
Keeney, R. L. and Raiffa, H.. 1976. Decisions with Multiple Objectives. Wiley. New York.Google Scholar
Milgrom, P. and Shannon, S.. 1994. Monotone comparative statics. Econometrica 62(1): 157–180.Google Scholar
von Neumann, J. and Morgenstern, O.. 1947. Theory of Games and Economic Behavior. Princeton University Press, Princeton, NJ.Google Scholar

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  • Multiattribute Utility Copulas
  • Ali E. Abbas, University of Southern California
  • Book: Foundations of Multiattribute Utility
  • Online publication: 27 June 2018
  • Chapter DOI: https://doi.org/10.1017/9781316596739.036
Available formats
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Save book to Dropbox

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Dropbox.

  • Multiattribute Utility Copulas
  • Ali E. Abbas, University of Southern California
  • Book: Foundations of Multiattribute Utility
  • Online publication: 27 June 2018
  • Chapter DOI: https://doi.org/10.1017/9781316596739.036
Available formats
×

Save book to Google Drive

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Google Drive.

  • Multiattribute Utility Copulas
  • Ali E. Abbas, University of Southern California
  • Book: Foundations of Multiattribute Utility
  • Online publication: 27 June 2018
  • Chapter DOI: https://doi.org/10.1017/9781316596739.036
Available formats
×