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Part IV - Properties of Single-Attribute Utility Functions

Published online by Cambridge University Press:  27 June 2018

Ali E. Abbas
Affiliation:
University of Southern California
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Publisher: Cambridge University Press
Print publication year: 2018

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References

Additional Readings

Abbas, A. E. 2007. Invariant utility functions and certain equivalent transformations. Decision Analysis 4(3): 1731.Google Scholar
Abbas, A. E. and Aczél, J.. 2010. The role of some functional equations in decision analysis. Decision Analysis 7(2): 215228.CrossRefGoogle Scholar
Abbas, A. E., Aczél, J., and Chudziak, J., 2009. Invariance formulations for multiattribute utility functions under shift transformations. Results in Mathematics 54: 113.CrossRefGoogle Scholar
Arrow, K. J. 1965. The Theory of Risk Aversion. Lecture 2 in Aspects of the Theory of Risk-Bearing. Yrjo Jahnssonin Saatio, Helsinki.Google Scholar
Howard, R. A. and Abbas, A. E.. 2015. Foundations of Decision Analysis. Pearson, New York.Google Scholar
Pfanzagl, J. 1959. A general theory of measurement: Applications to utility. Naval Research Logistics. 6: 283294.CrossRefGoogle Scholar
Pratt, J. 1964. Risk aversion in the small and in the large. Econometrica 32: 122136.CrossRefGoogle Scholar

Additional Readings

Abbas, A. E. 2007. Invariant utility functions and certain equivalent transformations. Decision Analysis 4(3): 1731.CrossRefGoogle Scholar
Abbas, A. E. 2012. Valuing changes in investment opportunities. Operations Research 60(6): 14511460.CrossRefGoogle Scholar
Abbas, A. E. and Aczél, J.. 2010. The role of some functional equations in decision analysis. Decision Analysis 7(2): 215228.CrossRefGoogle Scholar
Arrow, K. J. 1965. The Theory of Risk Aversion. Lecture 2 in Aspects of the Theory of Risk-Bearing. Yrjo Jahnssonin Saatio, Helsinki.Google Scholar
Pratt, J. 1964. Risk aversion in the small and in the large. Econometrica 32: 122136.CrossRefGoogle Scholar

Additional References

Abbas, A. E. 2007. Invariant utility functions and certain equivalent transformations. Decision Analysis 4(3): 1731.CrossRefGoogle Scholar
Abbas, A. E. 2012. Valuing changes in investment opportunities. Operations Research 60(6): 14511460.CrossRefGoogle Scholar
Abbas, A. E. and Aczél, J.. 2010. The role of some functional equations in decision analysis. Decision Analysis 7(2): 215228.CrossRefGoogle Scholar
Arrow, K. J. 1965. The Theory of Risk Aversion. Lecture 2 in Aspects of the Theory of Risk-Bearing. Yrjo Jahnssonin Saatio, Helsinki.Google Scholar
Pratt, J. 1964. Risk aversion in the small and in the large. Econometrica 32: 122136.CrossRefGoogle Scholar

Additional Readings

Abbas, A. E. 2007. Invariant utility functions and certain equivalent transformations. Decision Analysis 4(3): 1731.Google Scholar
Abbas, A. E. and Aczél, J.. 2010. The role of some functional equations in decision analysis. Decision Analysis 7(2): 215228.CrossRefGoogle Scholar
Pfanzagl, J. 1959. A general theory of measurement: Applications to utility. Naval Research & Logistics Quarterly 6: 283294.CrossRefGoogle Scholar
Pratt, J. 1964. Risk aversion in the small and in the large. Econometrica 32: 122136.CrossRefGoogle Scholar

Additional Readings

Abbas, A. E. 2007. Invariant utility functions and certain equivalent transformations. Decision Analysis 4(3): 1731.CrossRefGoogle Scholar
Abbas, A. E. 2012. Valuing changes in investment opportunities. Operations Research 60(6): 14511460.Google Scholar
Abbas, A. E. and Aczél, J.. 2010. The role of some functional equations in decision analysis. Decision Analysis 7(2): 215228.CrossRefGoogle Scholar
Aczel, J. 1966. Lectures on Functional Equations and Their Applications. Academic Press, New York.Google Scholar
Arrow, K. J. 1965. The Theory of Risk Aversion. Lecture 2 in Aspects of the Theory of Risk-Bearing. Yrjo Jahnssonin Saatio, Helsinki.Google Scholar
Pratt, J. 1964. Risk aversion in the small and in the large. Econometrica 32: 122136.CrossRefGoogle Scholar

Additional Readings

Abbas, A. E. 2007. Invariant utility functions and certain equivalent transformations. Decision Analysis 4(3): 1731.CrossRefGoogle Scholar
Abbas, A. E. and Bell, D. E.. 2011. One-switch independence for multiattribute utility functions. Operations Research 59(3): 764771.CrossRefGoogle Scholar
Abbas, A. E. and Bell, D. E.. 2012. One-switch conditions for multiattribute utility functions. Operations Research 60(5): 11991212.CrossRefGoogle Scholar
Abbas, A. E. and Bell, D. E.. 2012. Ordinal one-switch utility functions. Operations Research 63(6): 14111419.CrossRefGoogle Scholar
Aczél, J. 1966. Lectures on Functional Equations and Their Applications. Academic Press, New York.Google Scholar
Aczél, J. and Chung, J. K.. 1982. Integrable solutions of functional equations of a general type. Studia Sci. Math. Hungar 17: 5167.Google Scholar
Bell, D. E. 1988. One-switch utility functions and a measure of risk. Management Science 34(12): 14161424.CrossRefGoogle Scholar

Additional Readings

Dyer, J. S. and Sarin, R. K.. 1982. Relative risk aversion. Management Science 28: 875886.Google Scholar
Howard, R. A. 1984. On fates comparable to death. Management Science 30(4): 407422.CrossRefGoogle Scholar
Howard, R. A. and Abbas, A. E.. 2015. Foundations of Decision Analysis. Pearson. 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: 229238.CrossRefGoogle Scholar
Matheson, J. E. and Howard, R. A.. 1968. An introduction to decision analysis. In Howard, R. A and Matheson, J. E., eds. The Principles and Applications of Decision Analysis, vol. I. Strategic Decisions Group: Menlo Park, CA.Google Scholar

Additional Readings

Abbas, A. E. 2011. Decomposing the cross-derivatives of a multiattribute utility function into risk attitude and value. Decision Analysis 8(2): 103116.CrossRefGoogle Scholar
Howard R. A. 1984. On fates comparable to death. Management Science 30(4): 407–422.CrossRefGoogle Scholar
Matheson, J. E. and Abbas, A. E.. 2005. Utility transversality: A value-based approach. Journal of Multi-Criteria Decision Analysis 13(5–6): 229238.CrossRefGoogle Scholar
Richard, S. 1975. Multivariate risk aversion, utility independence and separable utility functions. Management Science 22(1): 1221.CrossRefGoogle Scholar

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