Moments of utility functions and their applications

DOI10.1016/j.ejor.2006.04.018zbMath1114.91037OpenAlexW1989878590MaRDI QIDQ869192

Ali E. Abbas

Publication date: 26 February 2007

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2006.04.018

zbMATH Keywords

momentscross-momentsutility dependence

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items

Robust decision making using a general utility set

Cites Work

• Expected utility without utility
• The Pearson system of utility functions
• Maximum Entropy Utility
• Bivariate Distributions With Exponential Conditionals
• Certainty Equivalents for Three-Point Discrete-Distribution Approximations
• An Entropy Approach for Utility Assignment in Decision Analysis
• Risk Aversion in the Small and in the Large
• On Information and Sufficiency
• Decision analysis using targets instead of utility functions.
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