Multiattribute Utility Copulas

DOI10.1287/opre.1080.0687zbMath1233.62114OpenAlexW1991197771MaRDI QIDQ3100434

Ali E. Abbas

Publication date: 24 November 2011

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/d56a6945212a70e0b934ceabfdc4b9d66d3b2a93

zbMATH Keywords

utility elicitationutility dependence

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Utility theory (91B16)

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Nonadditive Multiattribute Utility Functions for Portfolio Decision Analysis ⋮ Preference Robust Modified Optimized Certainty Equivalent ⋮ Multiattribute Utility Functions Satisfying Mutual Preferential Independence ⋮ Elicitation of multiattribute value functions through high dimensional model representations: monotonicity and interactions ⋮ Aspects of optimization with stochastic dominance ⋮ Archimedean Utility Copulas with Polynomial Generating Functions ⋮ General decompositions of multiattribute utility functions with partial utility independence ⋮ Copula theory and probabilistic sensitivity analysis: is there a connection? ⋮ Expert judgement for dependence in probabilistic modelling: a systematic literature review and future research directions ⋮ CONTROL STRATEGIES FOR PLAYERS IN PURSUIT-EVASION GAMES BASED ON THEIR PREFERENCES ⋮ Ordinal One-Switch Utility Functions ⋮ The Multiattribute Utility Tree ⋮ A Generalized Sampling Approach for Multilinear Utility Functions Given Partial Preference Information ⋮ Decomposing a Utility Function Based on Discrete Distribution Independence ⋮ Unnamed Item ⋮ Patchwork Constructions of Multiattribute Utility Functions

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