Decomposing the Cross Derivatives of a Multiattribute Utility Function into Risk Attitude and Value.
Ali E. AbbasPublished in: Decis. Anal. (2011)
Keyphrases
- utility function
- multi attribute
- risk aversion
- risk averse
- expected utility
- risk neutral
- decision makers
- cumulative prospect theory
- decision problems
- utility theory
- decision analysis
- multi criteria
- probability distribution
- decision theory
- multiple attributes
- utility maximization
- optimization criterion
- generalized additive
- minimax regret
- decision making
- risk management
- von neumann
- preference elicitation
- influence diagrams
- utility elicitation