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~isPartOf:"Mathematics of operations research"
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Nutzenfunktion
7
Utility function
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exponential utility
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46E15
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Cavazos-Cadena, Rolando
2
Bäuerle, Nicole
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Evren, Özgür
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Ok, Efe A.
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Rieder, Ulrich
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Mathematics of operations research
Journal of mathematical economics
55
Economic theory : official journal of the Society for the Advancement of Economic Theory
46
Economics letters
45
Journal of economic theory
38
European journal of operational research : EJOR
24
NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
22
Social choice and welfare
20
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17
Discussion paper / Centre for Economic Policy Research
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Journal of risk and uncertainty : JRU
16
Theory and decision : an international journal for multidisciplinary advances in decision science
16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Constructing and applying objective functions : proceedings of the Fourth International Conference on Econometric Decision Models Constructing and Applying Objective Functions, University of Hagen, held in Haus Nordhelle, August 28 - 31, 2000
13
Discussion paper series / IZA
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Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The review of economics and statistics
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CESifo working papers
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Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
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International economic review
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Journal of economic behavior & organization : JEBO
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Economics bulletin : EB
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Constructing scalar-valued objective functions : proceedings of the Third International Conference on Econometric Decision Models: Constructing Scalar Valued Objective Functions, University of Hagen, held in Katholische Akademie Schwerte, September 5 - 8, 1995
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
IZA Discussion Paper
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Journal of economic dynamics & control
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Lipschitz Bernoulli utility functions
Ok, Efe A.
;
Weaver, Nik
- In:
Mathematics of operations research
48
(
2023
)
2
,
pp. 728-747
Persistent link: https://www.econbiz.de/10014314893
Saved in:
2
Extension of monotonic functions and representation of preferences
Evren, Özgür
;
Hüsseinov, Farhad
- In:
Mathematics of operations research
46
(
2021
)
4
,
pp. 1430-1451
Persistent link: https://www.econbiz.de/10012796648
Saved in:
3
Substitution with satiation : a new class of utility functions and a complementary pivot algorithm
Garg, Jugal
;
Mehta, Ruta
;
Vazirani, Vijay V.
- In:
Mathematics of operations research
43
(
2018
)
3
,
pp. 996-1024
Persistent link: https://www.econbiz.de/10011914391
Saved in:
4
Characterization of the optimal risk-sensitive average cost in denumerable Markov decision chains
Cavazos-Cadena, Rolando
- In:
Mathematics of operations research
43
(
2018
)
3
,
pp. 1025-1050
Persistent link: https://www.econbiz.de/10011914392
Saved in:
5
Maximization of nonconcave utility functions in discrete-time financial market models
Carassus, Laurence
;
Rásonyi, Miklós
- In:
Mathematics of operations research
41
(
2016
)
1
,
pp. 146-173
Persistent link: https://www.econbiz.de/10011448349
Saved in:
6
A characterization of the optimal certainty equivalent of the average cost via the Arrow-Pratt sensitivity function
Cavazos-Cadena, Rolando
;
Hernández Hernández, Daniel
- In:
Mathematics of operations research
41
(
2016
)
1
,
pp. 224-235
Persistent link: https://www.econbiz.de/10011448358
Saved in:
7
More risk-sensitive Markov decision processes
Bäuerle, Nicole
;
Rieder, Ulrich
- In:
Mathematics of operations research
39
(
2014
)
1
,
pp. 105-120
Persistent link: https://www.econbiz.de/10010345222
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