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Moments of utility functions and their applications

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  • Abbas, Ali E.

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  • Abbas, Ali E., 2007. "Moments of utility functions and their applications," European Journal of Operational Research, Elsevier, vol. 180(1), pages 378-395, July.
    • Handle: RePEc:eee:ejores:v:180:y:2007:i:1:p:378-395
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    References listed on IDEAS

    as
    1. LiCalzi, Marco & Sorato, Annamaria, 2006. "The Pearson system of utility functions," European Journal of Operational Research, Elsevier, vol. 172(2), pages 560-573, July.
    2. Joost M. E. Pennings & Ale Smidts, 2003. "The Shape of Utility Functions and Organizational Behavior," Management Science, INFORMS, vol. 49(9), pages 1251-1263, September.
    3. Erio Castagnoli & Marco LiCalzi, 2005. "Expected utility without utility," Game Theory and Information 0508004, University Library of Munich, Germany.
    4. Ali E. Abbas & Ronald A. Howard, 2005. "Attribute Dominance Utility," Decision Analysis, INFORMS, vol. 2(4), pages 185-206, December.
    5. Robert L. Winkler & Robert T. Clemen, 2004. "Multiple Experts vs. Multiple Methods: Combining Correlation Assessments," Decision Analysis, INFORMS, vol. 1(3), pages 167-176, September.
    6. Ali E. Abbas & James E. Matheson, 2005. "Normative target-based decision making," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 26(6), pages 373-385.
    7. Ali E. Abbas, 2006. "Maximum Entropy Utility," Operations Research, INFORMS, vol. 54(2), pages 277-290, April.
    8. Donald L. Keefer, 1994. "Certainty Equivalents for Three-Point Discrete-Distribution Approximations," Management Science, INFORMS, vol. 40(6), pages 760-773, June.
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    Cited by:

    1. Hu, Jian & Bansal, Manish & Mehrotra, Sanjay, 2018. "Robust decision making using a general utility set," European Journal of Operational Research, Elsevier, vol. 269(2), pages 699-714.

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