Fisher Equilibrium Price with a Class of Concave Utility Functions.
Ning ChenXiaotie DengXiaoming SunAndrew Chi-Chih YaoPublished in: ESA (2004)
Keyphrases
- utility function
- risk aversion
- social welfare
- multi attribute
- decision makers
- market equilibrium
- expected utility
- probability distribution
- quasi linear
- decision theory
- objective function
- decision problems
- optimization criterion
- preference elicitation
- risk averse
- generalized additive
- convex functions
- quasiconvex
- multi dimensional
- multi agent systems