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Chapter 30 - Assessing an Archimedean Utility Copula

from 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. 587 - 611
Publisher: Cambridge University Press
Print publication year: 2018

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References

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.CrossRefGoogle Scholar
Abbas, A. E. and Howard, R. A.. 2005. Attribute dominance utility. Decision Analysis 2(4): 185–206.CrossRefGoogle Scholar
Abbas, A. E. and Sun, Z.. 2015. Multiattribute utility functions satisfying mutual preferential independence. Operations Research 62(2): 378–393.CrossRefGoogle 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.CrossRefGoogle 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.CrossRefGoogle 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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