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Part III - Decisions with Uncertainty: Utility Functions Using Preference or Value 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

Readings

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
Pratt, J. 1964. Risk aversion in the small and in the large. Econometrica 32: 122136.CrossRefGoogle Scholar
von Neumann, J. and Morgenstern, J, 1947. Theory of Games and Economic Behavior. Princeton University Press, New York.Google Scholar

Additional Readings

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(5–6): 229238.Google 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. Reprinted from Matheson, J. E. and R. A. Howard. 1968. A report by the European Long Range Planning Service, Stanford Research Institute Report 362.Google Scholar

Additional Readings

Abbas, A. E. 2003. Entropy Methods in Decision Analysis. PhD Thesis, Stanford University.Google Scholar
Abbas, A. E. 2009. Multiattribute utility copulas. Operations Research 57(6): 13671383.CrossRefGoogle Scholar
Abbas, A. E. 2012. Utility copula functions matching all boundary assessments. Operations Research 61(2): 359371.Google Scholar
Abbas, A. E. and Howard, R. A.. 2005. Attribute dominance utility. Decision Analysis 2(4): 185206.CrossRefGoogle Scholar
Abbas, A. E. and Sun, Z.. 2015. Multiattribute utility functions satisfying mutual preferential independence. Operations Research 63(3): 378393.CrossRefGoogle Scholar
Howard, R. A. 1984. On fates comparable to death. Management Science, 30(4), 407422.CrossRefGoogle Scholar

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