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Chapter 13 - The Role of the Utility Function in Valuing Uncertain Deals

from Part IV - Properties of Single-Attribute Utility Functions

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. 241 - 271
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): 17–31.CrossRefGoogle Scholar
Abbas, A. E. and Aczél, J.. 2010. The role of some functional equations in decision analysis. Decision Analysis 7(2): 215–228.CrossRefGoogle Scholar
Abbas, A. E., Aczél, J., and Chudziak, J., 2009. Invariance formulations for multiattribute utility functions under shift transformations. Results in Mathematics 54: 1–13.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: 283–294.CrossRefGoogle Scholar
Pratt, J. 1964. Risk aversion in the small and in the large. Econometrica 32: 122–136.Google Scholar

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