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Constructing quadratic objective functions by linear programming with an application to pure exchange

Schwarm, Claus - In: Constructing and applying objective functions : …, (pp. 309-330). 2002

Persistent link: https://www.econbiz.de/10001770141

Robust decision making using a general utility set

Hu, Jian; Bansal, Manish; Mehrotra, Sanjay - In: European journal of operational research : EJOR 269 (2018) 2, pp. 699-714

Persistent link: https://www.econbiz.de/10011864436

Is Utility Transferable? A Revealed Preference Analysis

Cherchye, Laurens; Demuynck, Thomas; Rock, Bram de - 2011

We provide a revealed preference analysis of the transferable utility hypothesis, which is widely used in economic … consistent with Pareto efficiency under transferable utility. Next, we show that these conditions are easily testable by means of … data. To the best of our knowledge, this is the first empirical test of the transferable utility hypothesis …

Persistent link: https://www.econbiz.de/10014185457

Remarks on Afriat's theorem and the Monge-Kantorovich problem

Kolesnikov, Alexander V.; Kudryavtseva, Olga V.; … - In: Journal of mathematical economics 49 (2013) 6, pp. 501-505

Persistent link: https://www.econbiz.de/10010460318

Mixed integer programming revealed preference tests of utility maximization and weak separability of consumption, leisure, and money

Hjertstrand, Per; Swofford, James L.; Whitney, Gerald A. - In: Journal of money, credit and banking : JMCB 48 (2016) 7, pp. 1547-1561

Persistent link: https://www.econbiz.de/10011707940

Is Utility Transferable? A Revealed Preference Analysis

Cherchye, Laurens - 2011

Persistent link: https://www.econbiz.de/10013129058

Ambiguity in risk preferences in robust stochastic optimization

Haskell, William B.; Fu, Lunce; Dessouky, Maged - In: European journal of operational research : EJOR 254 (2016) 1, pp. 214-225

Persistent link: https://www.econbiz.de/10011503281

Computing discrete expected utility maximizing portfolios

Drewes, Sarah; Pokutta, Sebastian - In: The journal of investing 23 (2014) 4, pp. 121-132

Persistent link: https://www.econbiz.de/10011377411

Utility maximization under model uncertainty in discrete time

Nutz, Marcel - In: Mathematical finance : an international journal of … 26 (2016) 2, pp. 252-268

Persistent link: https://www.econbiz.de/10011577139

Multiple utility constrained multi-objective programs using Bayesian theory

Abbasian, Pooneh; Mahdavi-Amiri, Nezam; Fazlollahtabar, … - In: Journal of industrial engineering international 14 (2018) 1, pp. 111-118

A utility function is an important tool for representing a DM’s preference. We adjoin utility functions to multi …-objective optimization problems. In current studies, usually one utility function is used for each objective function. Situations may arise … for a goal to have multiple utility functions. Here, we consider a constrained multi-objective problem with each objective …

Persistent link: https://www.econbiz.de/10011840734