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Multi-object Auction Design Beyond Quasi-linearity : Leading Examples

Multi-object Auction Design Beyond Quasi-linearity : Leading Examples
Paper文書・図像類
Zhou, Yu, Serizawa, ShigehiroThe Institute of Social and Economic Research, Osaka University2021-01Institute of Social and Economic Research Discussion Papers1116p.1-21
Other Libraries in Japan
  • Subject Heading...s quasi-linear utility functions general utility functions
  • Note (General)...ts, if agents’ utility functions satisfy quasi......t with general utility functions, these auctions fail to iden...

Subjective Probability Distributions of Nonlinear Payoffs : Recovering Option Payoff and Agent's Utility Distributions

Subjective Probability Distributions of Nonlinear Payoffs : Recovering Option Payoff and Agent's Utility Distributions
Digital文書・図像類
Yamazaki, Akira法政大学イノベーション・マネジメント研究センター2023-07-18法政大学イノベーション・マネジメント研究センター ワーキングペーパーシリーズ255p.1-22
Other Libraries in Japan
  • Subject Heading... option payoff utility function pricing kernel static replica...

Trial to count the discounted envy; Evaluation and Compensation

Trial to count the discounted envy; Evaluation and Compensation
Digital文書・図像類
Hobara, NobuhiroInstitute of Economic Research, Hitotsubashi University2021-12
Available onlineOther Libraries in Japan
  • Subject Headingenvy(no-envy) fairness extended utility function distribution evaluation

Revealed Favorability and Indirect Utility : Applying the Samuelson Approach to the Price-Income Space

Revealed Favorability and Indirect Utility : Applying the Samuelson Approach to the Price-Income Space
Digital文書・図像類
Sakai, YasuhiroThe Institute for Economic and Business Research Faculty of Economics, Shiga University2023-04Discussion Paper, Series ENo. E-23p.1-36
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  • Summary, etc....f the indirect utility function, based on a re......ect and direct utility functions are effectively derived on t...
  • Subject Heading...ect and direct utility functions revealed preference Paul A. ...

A Ranking over "More Risk Averse Than" Relations and its Applicaion to the Smooh Ambiguity Model

A Ranking over "More Risk Averse Than" Relations and its Applicaion to the Smooh Ambiguity Model
Digital文書・図像類
Hara, ChiakiInstitute of Economic Research, Kyoto University2020-01-30KIER Discussion Paper1019p.1-28
Available onlineOther Libraries in Japan
  • Summary, etc.Given two pairs of expected utility functions, we formalize......t one expected utility function is more risk-a......uming that the utility functions are twice con......f one expected utility function to the derivat......s one expected utility function to the other. This definition...
  • Subject HeadingExpected utility functions risk aversion ambiguity aver...

Arrow-Pratt-Type Measure of Ambiguity Aversion

Arrow-Pratt-Type Measure of Ambiguity Aversion
Digital文書・図像類
Hara, ChiakiInstitute of Economic Research, Kyoto University2023-09KIER Discussion Paper1097p.1-70
Available onlineOther Libraries in Japan
  • Summary, etc....biguity-averse utility functions in a way anal......oquet expected utility functions. Unlike the s......on between two utility functions exhibiting different risk at...
  • Subject HeadingC38 D81 G11 Expected utility functions risk aversion ambiguity aver...

Cross Risk Apportionment and Non-financial Correlated Background Uncertainty

Cross Risk Apportionment and Non-financial Correlated Background Uncertainty
Digital文書・図像類
Asano, Takao, Osaki, YusukeInstitute of Economic Research, Kyoto University2023-11KIER Discussion Paper1098p.[0]-36
Available onlineOther Libraries in Japan
  • Subject Heading...uity Bivariate Utility Function Linear Payoff Mixed Correlati...

Optimal Initial Capital Induced by the Optimized Certainty Equivalent

Optimal Initial Capital Induced by the Optimized Certainty Equivalent
Digital文書・図像類
Arai, Takuji, Asano, Takao, Nishide, KatsumasaInstitute of Economic Research, Kyoto University2017-11-27KIER Discussion Paper981p.1-20
Available onlineOther Libraries in Japan
  • Summary, etc....rious types of utility functions. By providing...... as a monetary utility function (negative value of risk measu...
  • Subject Headingoptimal initial capital optimized certainty equivalence monetary utility function prudence premium

Development of Interactive Support Systems for Multiobjective Decision Analysis under Uncertainty : MIDASS

Development of Interactive Support Systems for Multiobjective Decision Analysis under Uncertainty : MIDASS
Digital文書・図像類
Seo, Fumiko, Nishizaki, Ichiro, Hamamoto, HidenobuInstitute of Economic Research, Kyoto University2007-07KIER Discussion Paper637
Available onlineOther Libraries in Japan
  • Subject Heading...multiattribute utility function (EMUF) intelligent decision s...

Indeterminacy and expectation-driven fluctuations with non-separable preferences

Indeterminacy and expectation-driven fluctuations with non-separable preferences
Digital文書・図像類
NISHIMURA, Kazuo, VENDITTI, AlainInstitute of Economic Research, Kyoto University2010-03KIER Discussion Paper702
Available onlineOther Libraries in Japan
  • Summary, etc.... non-separable utility function. We show that local indetermi...
  • Subject Heading... ho- mogeneous utility functions intertemporal substitution i...

Automated Multi-Agent Negotiation Protpcols for Highly Nonlinear Utility Space

Automated Multi-Agent Negotiation Protpcols for Highly Nonlinear Utility Space
Digital博士論文
Katsuhide, Fujita
Available onlineOther Libraries in Japan
  • Subject Heading...ghly Nonlinear Utility Functions Representative based Protoco...

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