Patchwork Constructions of Multiattribute Utility Functions
Published Online:17 Mar 2022https://doi.org/10.1287/deca.2021.0448
References
- (2009) Multiattribute utility copulas. Oper. Res. 57(6):1367–1383.Link, Google Scholar
- (2011) One-switch independence for multiattribute utility functions. Oper. Res. 59(3):764–771.Link, Google Scholar
- (2014) Strategic asset allocation in money management. J. Finance 69(1):179–217.Crossref, Google Scholar
- (1979) Multiattribute utility functions: Decompositions using interpolation. Management Sci. 25(25):744–753.Link, Google Scholar
- (2006) On graphical modeling of preference and importance. J. Artificial Intelligence Res. 25(1):389–424.Crossref, Google Scholar
- (1994) Operationalizing approximate multiattribute utility functions for use in practice. Eur. J. Oper. Res. 79(1):73–84.Crossref, Google Scholar
- (1996) The magnitude of errors in proximal multiattribute decision analysis with probabilistically dependent attributes. Management Sci. 42(7):1033–1042.Link, Google Scholar
- (2014) Comparative ross risk aversion in the presence of mean dependent risks. J. Math. Econom. 51:128–135.Crossref, Google Scholar
- (1982) Relative risk aversion. Management Sci. 28(8):875–886.Link, Google Scholar
- (1992) Multiple criteria decision making, multiattribute utility theory: The next ten years. Management Sci. 38(5):645–654.Link, Google Scholar
- (1975) A fractional hypercube decomposition theorem for multiattribute utility functions. Oper. Res. 23(5):941–967. Link, Google Scholar
- (1999) On risk aversion with two risks. J. Math. Econom. 31(2):239–250.Crossref, Google Scholar
- (1977) Approximations of two-attribute utility functions. Math. Oper. Res. 2(1):30–44.Link, Google Scholar
- (2002) Chessboard distributions and random vectors with specified marginals and covariance matrix. Oper. Res. 50(5):820–834.Link, Google Scholar
- (2014) Decomposing a utility function based on discrete distribution independence. Decision Anal. 11(4):233–249.Link, Google Scholar
- (1981) Analysis of preference dependencies among objectives. Oper. Res. 29(6):1105–1120.Link, Google Scholar
- (1976) Decisions with Multiple Objectives: Preferences and Value Trade-Offs (Wiley, New York).Google Scholar
- (1976) Parametrically dependent preferences for multiattributed consequences. Oper. Res. 24(1):92–103.Link, Google Scholar
- (1994) Approximately maximum-entropy multivariate distributions with specified marginals and pairwise correlations. PhD dissertation, University of Oregon, Eugene.Google Scholar
- (2005) Utility transversality: A value-based approach. J. Multi-Criteria Decision Anal. 13(5-6):229–238.Crossref, Google Scholar
- (1968) An introduction to decision analysis. The Principles and Applications of Decision Analysis (Strategic Decisions Group, Menlo Park, CA), 17–55.Google Scholar
- (2013) Multiattribute one-switch utility. Management Sci. 58(3):602–605.Link, Google Scholar
- (1947) Theory of Games and Economic Behavior, 2nd ed. (Princeton University Press, Princeton, NJ).Google Scholar
- (1996) Preference modelling by estimating local utility functions for multiobjective optimization. Eur. J. Oper. Res. 95(1):115–138.Crossref, Google Scholar

