Decomposition of Utility Functions on Subsets of Product Sets

DOI10.1287/OPRE.44.4.609zbMATH Open0865.90010OpenAlexW2013868447MaRDI QIDQ5689783FDOQ5689783

Authors François Sainfort, Jean M. Deichtmann 

Publication date 7 January 1997

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.44.4.609

zbMATH Keywords

real-world problemsnonexpected utility theoriesdecomposition theorem for additive and multiplicative utility functions

Mathematics Subject Classification ID

Utility theory (91B16)

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(1)

• Risk attributes theory: Decision making under risk

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