Relevant bibliographies by topics / Expected utility maximization problem

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers

Academic literature on the topic 'Expected utility maximization problem'

Author: Grafiati
Published: 4 June 2021
Last updated: 7 February 2022

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'Expected utility maximization problem.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Journal articles on the topic "Expected utility maximization problem"

1

Müller, Alfred. "Expected utility maximization of optimal stopping problems." European Journal of Operational Research 122, no. 1 (2000): 101–14. http://dx.doi.org/10.1016/s0377-2217(99)00072-7.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Faidi, Wahid, Hanen Mezghanni, and Mohamed Mnif. "Expected Utility Maximization Problem Under State Constraints and Model Uncertainty." Journal of Optimization Theory and Applications 183, no. 3 (2019): 1123–52. http://dx.doi.org/10.1007/s10957-019-01583-y.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Lazgham, Mourad. "Regularity properties in a state-constrained expected utility maximization problem." Mathematical Methods of Operations Research 88, no. 2 (2018): 185–240. http://dx.doi.org/10.1007/s00186-018-0634-4.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Lottenbach, Hans. "Expected utility and constrained maximization: Problems of compatibility." Erkenntnis 41, no. 1 (1994): 37–48. http://dx.doi.org/10.1007/bf01128909.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

KALLSEN, JAN, and JOHANNES MUHLE-KARBE. "UTILITY MAXIMIZATION IN AFFINE STOCHASTIC VOLATILITY MODELS." International Journal of Theoretical and Applied Finance 13, no. 03 (2010): 459–77. http://dx.doi.org/10.1142/s0219024910005851.

Full text
Abstract:
We consider the classical problem of maximizing expected utility from terminal wealth. With the help of a martingale criterion explicit solutions are derived for power utility in a number of affine stochastic volatility models.
APA, Harvard, Vancouver, ISO, and other styles
6

Sekine, Jun. "A note on long-term optimal portfolios under drawdown constraints." Advances in Applied Probability 38, no. 03 (2006): 673–92. http://dx.doi.org/10.1017/s0001867800001221.

Full text
Abstract:
The maximization of the long-term growth rate of expected utility is considered under drawdown constraints. In a general situation, the value and the optimal strategy of the problem are related to those of another ‘standard’ risk-sensitive-type portfolio optimization problem. Furthermore, an upside-chance maximization problem of a large deviation probability is stated as a ‘dual’ optimization problem. As an example, a ‘linear-quadratic’ model is studied in detail: the conditions to ensure the solvabilities of the problems are discussed and explicit expressions for the solutions are presented.
APA, Harvard, Vancouver, ISO, and other styles
7

Sekine, Jun. "A note on long-term optimal portfolios under drawdown constraints." Advances in Applied Probability 38, no. 3 (2006): 673–92. http://dx.doi.org/10.1239/aap/1158684997.

Full text
Abstract:
The maximization of the long-term growth rate of expected utility is considered under drawdown constraints. In a general situation, the value and the optimal strategy of the problem are related to those of another ‘standard’ risk-sensitive-type portfolio optimization problem. Furthermore, an upside-chance maximization problem of a large deviation probability is stated as a ‘dual’ optimization problem. As an example, a ‘linear-quadratic’ model is studied in detail: the conditions to ensure the solvabilities of the problems are discussed and explicit expressions for the solutions are presented.
APA, Harvard, Vancouver, ISO, and other styles
8

Popovici, Elena. "Co-Optimization Free Lunches: Tractability of Optimal Black-Box Algorithms for Maximizing Expected Utility." Evolutionary Computation 26, no. 1 (2018): 145–75. http://dx.doi.org/10.1162/evco_a_00208.

Full text
Abstract:
Co-optimization problems often involve settings in which the quality ( utility) of a potential solution is dependent on the scenario within which it is evaluated, and many such scenarios exist. Maximizing expected utility is simply the goal of finding the potential solution whose expected utility value over all possible scenarios is best. Such problems are often approached using coevolutionary algorithms. We are interested in the design of generally well-performing black-box algorithms for this problem, that is, algorithms which have access to the utility function only via input–output queries
APA, Harvard, Vancouver, ISO, and other styles
9

BLANCHET-SCALLIET, CHRISTOPHETTE, ETIENNE CHEVALIER, IDRIS KHARROUBI, and THOMAS LIM. "MAX–MIN OPTIMIZATION PROBLEM FOR VARIABLE ANNUITIES PRICING." International Journal of Theoretical and Applied Finance 18, no. 08 (2015): 1550053. http://dx.doi.org/10.1142/s0219024915500533.

Full text
Abstract:
In this paper, we study the valuation of variable annuities for an insurer. We concentrate on two types of these contracts, namely guaranteed minimum death benefits and guaranteed minimum living benefits that allow the insured to withdraw money from the associated account. Here, the price of variable annuities corresponds to a fee, fixed at the beginning of the contract, that is continuously taken from the associated account. We use a utility indifference approach to determine the indifference fee rate. We focus on the worst case for the insurer, assuming that the insured makes the withdrawals
APA, Harvard, Vancouver, ISO, and other styles
10

Iftimie, Bogdan, Monique Jeanblanc, and Thomas Lim. "Optimization problem under change of regime of interest rate." Stochastics and Dynamics 16, no. 05 (2016): 1650015. http://dx.doi.org/10.1142/s0219493716500155.

Full text
Abstract:
In this paper, we study the problem of maximization of the expected value of the sum of the utility of the terminal wealth and the utility of the consumption, in a case where some sudden jumps in the risk-free interest rate create incompleteness. To solve the problem we use the dual approach. We characterize the value function of the dual problem by a BSDE and the duality between the primal and the dual value functions is exploited to study the BSDE associated to the primal problem.
APA, Harvard, Vancouver, ISO, and other styles

Dissertations / Theses on the topic "Expected utility maximization problem"

1

Feunou, Victor Nzengang. "Essays on Utility maximization and Optimal Stopping Problems in the Presence of Default Risk." Doctoral thesis, Humboldt-Universität zu Berlin, 2018. http://dx.doi.org/10.18452/19323.

Full text
Abstract:
Gegenstand der vorliegenden Dissertation sind stochastische Kontrollprobleme, denen sich Agenten im Zusammenhang mit Entscheidungen auf Finanzmärkten gegenübersehen. Der erste Teil der Arbeit behandelt die Maximierung des erwarteten Nutzens des Endvermögens eines Finanzmarktinvestors. Für den Investor ist eine Beschreibung der optimalen Handelsstrategie, die zur numerischen Approximation geeignet ist sowie eine Stabilitätsanalyse der optimalen Handelsstrategie bzgl. kleinerer Fehlspezifikationen in Nutzenfunktion und Anfangsvermögen, von höchstem Interesse. In stetigen Marktmodellen beweisen w
APA, Harvard, Vancouver, ISO, and other styles
2

Dankyi, Daniel K. "Analysis of life insurance lapses and utility-maximization of shareholders' expected profit." Thesis, City University London, 2001. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.367262.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Kramkov, Dimitrij O., and Walter Schachermayer. "Necessary and sufficient conditions in the problem of optimal investment in incomplete markets." SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, 2001. http://epub.wu.ac.at/1568/1/document.pdf.

Full text
Abstract:
Following [10] we continue the study of the problem of expected utility maximization in incomplete markets. Our goal is to find minimal conditions on a model and a utility function for the validity of several key assertions of the theory to hold true. In [10] we proved that a minimal condition on the utility function alone, i.e. a minimal market independent condition, is that the asymptotic elasticity of the utility function is strictly less than 1. In this paper we show that a necessary and sufficient condition on both, the utility function and the model, is that the value function of the dua
APA, Harvard, Vancouver, ISO, and other styles
4

Peterson, Martin. "Transformative Decision Rules : Foundations and Applications." Doctoral thesis, KTH, Infrastruktur, 2003. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-3512.

Full text
Abstract:
A transformative decision rule alters the representation of a decisionproblem, either by changing the sets of acts and states taken intoconsideration, or by modifying the probability or value assignments.Examples of decision rules belonging to this class are the principleof insufficient reason, Isaac Levi’s condition of E-admissibility, Luceand Raiffa’s merger of states-rule, and the de minimis principle. Inthis doctoral thesis transformative decision rules are analyzed froma foundational point of view, and applied to two decision theoreticalproblems: (i) How should a rational decision maker m
APA, Harvard, Vancouver, ISO, and other styles
5

Mattos, Alexandre José Negrini de. "Maximização da utilidade esperada, planejamento tributário e governança corporativa." Universidade de São Paulo, 2017. http://www.teses.usp.br/teses/disponiveis/96/96133/tde-10082017-144501/.

Full text
Abstract:
Esta pesquisa examinou se a tomada de decisão dos agentes considera os custos e benefícios do planejamento tributário e se boas práticas de governança corporativa reduzem o engajamento dos gestores na prática de planejamento tributário. Adicionalmente, investigouse a relação entre utilidade esperada/valor esperado do planejamento tributário e o endividamento das empresas. Para mensurar se a prática do planejamento tributário tem relação com a maximização da utilidade esperada do agente (maximização dos benefícios gerados), desenvolveu-se um modelo baseado na proposta de Alligham e Sandmo (1972
APA, Harvard, Vancouver, ISO, and other styles
6

Karlsson, Oskar, and Oskar Sjöbeck. "The use of SRI strategies and motivational factors : A case study among banks and fund companies." Thesis, Linnéuniversitetet, Institutionen för nationalekonomi och statistik (NS), 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-96879.

Full text
Abstract:
Background: In today's society, there is more pressure to be sustainable and not least in the financial world. Several agreements, such as the Paris Agreement, have been created to steer countries towards more sustainability. When it comes to the economy, several SRI strategies have been developed to serve the same purpose. However, the problem that emerges is that investors who invest sustainably and use these strategies can lose returns and thus depart from their main goal of maximizing profits.   Purpose: The purpose of this paper is to examine how SRI strategies are used by investors when
APA, Harvard, Vancouver, ISO, and other styles
7

Tran, Quoc-Tran. "Some contributions to financial market modelling with transaction costs." Thesis, Paris 9, 2014. http://www.theses.fr/2014PA090036/document.

Full text
Abstract:
Cette thèse traite plusieurs problèmes qui se posent pour les marchés financiers avec coûts de transaction et se compose de quatre parties.On commence, dans la première partie, par une étude du problème de couverture approximative d’une option Européenne pour des marchés de volatilité locale avec coûts de transaction proportionnelles.Dans la seconde partie, on considère le problème de l’optimisation de consommation dans le modèle de Kabanov, lorsque les prix sont conduits par un processus de Lévy.Dans la troisième partie, on propose un modèle général incluant le cas de coûts fixes et coûts pro
APA, Harvard, Vancouver, ISO, and other styles
8

Coimbra-Lisboa, Paulo César. "On the contamination of confidence." reponame:Repositório Institucional do FGV, 2009. http://hdl.handle.net/10438/7728.

Full text
Abstract:
Submitted by Paulo César Coimbra Lisbôa (pc.coimbra@gmail.com) on 2010-11-11T01:39:34Z No. of bitstreams: 1 PhD_Thesis_Coimbra_v1.pdf: 516617 bytes, checksum: c44a6f3efb7c504da91a6f20e0a95b3f (MD5)<br>Rejected by Andrea Virginio Machado(andrea.machado@fgv.br), reason: Conforme conversamos, peço fazer a alteração para acesso livre. Andrea on 2010-11-11T14:03:11Z (GMT)<br>Submitted by Paulo César Coimbra Lisbôa (pc.coimbra@gmail.com) on 2010-11-11T14:17:27Z No. of bitstreams: 1 PhD_Thesis_Coimbra_v1.pdf: 516617 bytes, checksum: c44a6f3efb7c504da91a6f20e0a95b3f (MD5)<br>Approved for entry int
APA, Harvard, Vancouver, ISO, and other styles
9

Soumana, Hima Abdoulaye. "Équations différentielles stochastiques sous G-espérance et applications." Thesis, Rennes 1, 2017. http://www.theses.fr/2017REN1S007/document.

Full text
Abstract:
Depuis la publication de l'ouvrage de Choquet (1955), la théorie d'espérance non linéaire a attiré avec grand intérêt des chercheurs pour ses applications potentielles dans les problèmes d'incertitude, les mesures de risque et le super-hedging en finance. Shige Peng a construit une sorte d'espérance entièrement non linéaire dynamiquement cohérente par l'approche des EDP. Un cas important d'espérance non linéaire cohérente en temps est la G-espérance, dans laquelle le processus canonique correspondant (B_{t})_{t≥0} est appelé G-mouvement brownien et joue un rôle analogue au processus de Wiener
APA, Harvard, Vancouver, ISO, and other styles
10

Etieyibo, Edwin. "David Gauthiers Moral Contractarianism and the Problem of Secession." Phd thesis, 2009. http://hdl.handle.net/10048/598.

Full text
Abstract:
This thesis proposes a reading of David Gauthiers moral contractarianism (hereinafter Mb(CM)A) that demonstrates how cooperation can be rational in situations where expected utilities (EU) are stacked too high against cooperation. The dissertation critically examines Mb(CM)A and contends that it breaks down in the test of application, i.e. the problem of secession because of the conception of rationality it appeals to. Mb(CM)A identifies rationality with utility-maximization, where utility is the measure of considered coherent preferences about outcomes. Mb(CM)A links morality to reason, and r
APA, Harvard, Vancouver, ISO, and other styles

Books on the topic "Expected utility maximization problem"

1

Weirich, Paul. Rational Responses to Risks. Oxford University Press, 2020. http://dx.doi.org/10.1093/oso/9780190089412.001.0001.

Full text
Abstract:
A philosophical account of risk, such as this book provides, states what risk is, which attitudes to it are rational, and which acts affecting risks are rational. Attention to the nature of risk reveals two types of risk, first, a chance of a bad event, and, second, an act’s risk in the sense of the volatility of its possible outcomes. The distinction is normatively significant because different general principles of rationality govern attitudes to these two types of risk. Rationality strictly regulates attitudes to the chance of a bad event and is more permissive about attitudes to an act’s r
APA, Harvard, Vancouver, ISO, and other styles
2

Risky Curves: On the Empirical Failure of Expected Utility. Taylor & Francis Group, 2014.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
3

Daniel, Friedman. Risky Curves: On the Empirical Failure of Expected Utility. Taylor & Francis Group, 2017.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
4

Caie, Michael. A Problem for Credal Consequentialism. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198779681.003.0009.

Full text
Abstract:
Caie focuses on an epistemic utility theory picture of epistemic norms where epistemic utility functions measure the value of degrees of belief, and rationality consists in maximizing expected epistemic utility. Caie argues that in a wide variety of cases this view says that all degreed beliefs are rational, or none are, or it issues no verdicts. This is, roughly, because an agent’s degrees of beliefs will often not encode the appropriate dependence hypotheses that are needed so that various beliefs have expected epistemic utility values. Caie thus argues the unintuitive verdicts of epistemic
APA, Harvard, Vancouver, ISO, and other styles
5

Okasha, Samir. Risk, Rational Choice, and Evolution. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198815082.003.0009.

Full text
Abstract:
Decision-theoretic ideas arise in two areas of biology: risk-sensitive foraging, and the theory of evolution in variable environments. The former concerns the actual behavioural choices that organisms make, the latter the ‘choices’ made by natural selection. A natural suggestion is that both sorts of choices can be modelled in terms of expected utility maximization, the standard theory of rational decision in the face of risk. However, this is only true under particular model assumptions; it does not hold in situations involving a combination of aggregate and idiosyncratic risk. Mixed strategi
APA, Harvard, Vancouver, ISO, and other styles
6

Pettigrew, Richard. Choosing for Changing Selves. Oxford University Press, 2019. http://dx.doi.org/10.1093/oso/9780198814962.001.0001.

Full text
Abstract:
What we value, like, endorse, want, and prefer changes over the course of our lives. Sometimes this is a result of decisions we make—such as when we choose to become a parent or move to a new country—and sometimes it is caused by forces beyond our control—such as when our political views change as we grow older. This poses a problem for any theory of how we ought to make decisions. Which values and preferences should we appeal to when we are making our decisions? Our current values? Our past ones? Our future ones? Or some amalgamation of all of them? But if that, which amalgamation? This book
APA, Harvard, Vancouver, ISO, and other styles

Book chapters on the topic "Expected utility maximization problem"

1

Lam, Ka-man, and Ho-fung Leung. "Expected Utility Maximization and Attractiveness Maximization." In Agent Computing and Multi-Agent Systems. Springer Berlin Heidelberg, 2006. http://dx.doi.org/10.1007/11802372_72.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Brehmer, Johannes. "General Problem Setup." In Utility Maximization in Nonconvex Wireless Systems. Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-17438-4_2.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Dahlbäck, Olof. "Descriptive Validity of the Rationality Theories of Expected Utility Maximization." In Analyzing Rational Crime — Models and Methods. Springer Netherlands, 2003. http://dx.doi.org/10.1007/978-94-017-0721-3_4.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Zhang, Chao, Hang Zou, Samson Lasaulce, Vineeth S. Varma, Lucas Saludjian, and Patrick Panciatici. "Optimal Pricing Approach Based on Expected Utility Maximization with Partial Information." In Network Games, Control and Optimization. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-87473-5_25.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Bordigoni, Giuliana, Anis Matoussi, and Martin Schweizer. "A Stochastic Control Approach to a Robust Utility Maximization Problem." In Stochastic Analysis and Applications. Springer Berlin Heidelberg, 2007. http://dx.doi.org/10.1007/978-3-540-70847-6_6.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Résonyi, Miklós, and Lukasz Stettner. "On the Existence of Optimal Portfolios for the Utility Maximization Problem in Discrete Time Financial Market Models." In From Stochastic Calculus to Mathematical Finance. Springer Berlin Heidelberg, 2006. http://dx.doi.org/10.1007/978-3-540-30788-4_29.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Watakajaturaphon, Sirapat, and Parkpoom Phetpradap. "PM 2.5 Problem in Chiang Mai, Thailand: The Application of Maximizing Expected Utility with Imbalanced Loss Functions." In Lecture Notes in Computer Science. Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-62509-2_7.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Comesaña, Juan. "Probability and Decision Theory." In Being Rational and Being Right. Oxford University Press, 2020. http://dx.doi.org/10.1093/oso/9780198847717.003.0002.

Full text
Abstract:
This chapter introduces the mathematics of probability and decision theory. The probability calculus is introduced in both a set-theoretic and a propositional context. Probability is also related to measure theory, and stochastic truth-tables are presented. Problems with conditional probability are examined. Two interpretations of the probability calculus are introduced: physical and normative probabilities. The problem of logical omniscience for normative probabilities is discussed. Dutch Book arguments and accuracy-based arguments for Probabilism (the claim that our credences must satisfy the probability axioms) are examined and rejected. Different interpretations of the “idealization” reply to the problem of logical omniscience are considered, and one of them is tentatively endorsed. The expected utility maximization conception of decision theory is introduced, and representation arguments are considered (and rejected) as another reply to the problem of logical omniscience.
APA, Harvard, Vancouver, ISO, and other styles
9

"Instrumental Rationality as Expected Utility Maximization." In The Foundations of Causal Decision Theory. Cambridge University Press, 1999. http://dx.doi.org/10.1017/cbo9780511498497.003.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Weirich, Paul. "Conclusion." In Rational Responses to Risks. Oxford University Press, 2020. http://dx.doi.org/10.1093/oso/9780190089412.003.0012.

Full text
Abstract:
Recognizing that an act’s risk is a consequence of the act yields a version of expected-utility maximization that does not need adjustments for risk in addition to the probabilities and utilities of possible outcomes. This treatment of an act’s risk justifies the expected-utility principle, and the mean-risk principle, for evaluation of an act. Rational attitudes to risks explain the rationality of acting in accord with the principles. They ground the separability relations that support the principles. The expected-utility principle justifies a substantive, and not just a representational, version of the decision principle of expected-utility maximization. Consequently, the principle governs a single choice and not just sets of choices. It demands more than consistency of the choices in a set. It demands that each choice follow the agent’s preferences, and these preferences explain the rationality of a choice that complies with the principle.
APA, Harvard, Vancouver, ISO, and other styles

Conference papers on the topic "Expected utility maximization problem"

1

Safarkhani, Salar, Ilias Bilionis, and Jitesh H. Panchal. "Understanding the Effect of Task Complexity and Problem-Solving Skills on the Design Performance of Agents in Systems Engineering." In ASME 2018 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. American Society of Mechanical Engineers, 2018. http://dx.doi.org/10.1115/detc2018-85941.

Full text
Abstract:
Systems engineering processes coordinate the efforts of many individuals to design a complex system. However, the goals of the involved individuals do not necessarily align with the system-level goals. Everyone, including managers, systems engineers, subsystem engineers, component designers, and contractors, is self-interested. It is not currently understood how this discrepancy between organizational and personal goals affects the outcome of complex systems engineering processes. To answer this question, we need a systems engineering theory that accounts for human behavior. Such a theory can
APA, Harvard, Vancouver, ISO, and other styles
2

Bade, Korinna, Eyke Hullermeier, and Andreas Nurnberger. "Hierarchical Classification by Expected Utility Maximization." In Sixth International Conference on Data Mining (ICDM'06). IEEE, 2006. http://dx.doi.org/10.1109/icdm.2006.80.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Bayaraa, Ser-Od, U. Delgersaikhan, and N. Dalaisaikhan. "Utility maximization problem using curve trapezoidal fuzzy number." In 2013 8th International Forum on Strategic Technology (IFOST). IEEE, 2013. http://dx.doi.org/10.1109/ifost.2013.6616992.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Brehmer, Johannes, and Wolfgang Utschick. "A Decomposition of the Downlink Utility Maximization Problem." In 2007 41st Annual Conference on Information Sciences and Systems. IEEE, 2007. http://dx.doi.org/10.1109/ciss.2007.4298344.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Bedi, Amrit S., Ketan Rajawat, and Marceau Coupechoux. "An Online Approach to D2D Trajectory Utility Maximization Problem." In IEEE INFOCOM 2018 - IEEE Conference on Computer Communications. IEEE, 2018. http://dx.doi.org/10.1109/infocom.2018.8485855.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Vo, Phuong L., Anh T. Le, and Choong S. Hong. "The successive approximation approach for multi-path utility maximization problem." In ICC 2012 - 2012 IEEE International Conference on Communications. IEEE, 2012. http://dx.doi.org/10.1109/icc.2012.6363668.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Abba, G., A. K. Nagar, H. Tawfik, and J. Y. Goulermas. "Welfare Maximization in Nonconvex Rate Utility Problem of Multimedia e-Communication Systems." In 2009 Second International Conference on Developments in eSystems Engineering (DESE). IEEE, 2009. http://dx.doi.org/10.1109/dese.2009.14.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Marston, Matthew, and Farrokh Mistree. "An Implementation of Expected Utility Theory in Decision Based Design." In ASME 1998 Design Engineering Technical Conferences. American Society of Mechanical Engineers, 1998. http://dx.doi.org/10.1115/detc98/dtm-5670.

Full text
Abstract:
Abstract The development of a design science rests on the ideal that design is anchored in a set of fundamental axioms similar to the more ‘traditional’ sciences of mathematics and physics. However, the axioms upon which a design science is constructed must reflect that design is a science of the artificial. It is our contention that such axioms may exist in Decision-Based Design as those formulated by von-Neumann and Morgenstern for developing utilities under conditions of risk. In this paper we have a very narrow focus: evaluating a proposed framework for applying these axioms in the context
APA, Harvard, Vancouver, ISO, and other styles
9

Gilbert, Hugo, Nawal Benabbou, Patrice Perny, Olivier Spanjaard, and Paolo Viappiani. "Incremental Decision Making Under Risk with the Weighted Expected Utility Model." In Twenty-Sixth International Joint Conference on Artificial Intelligence. International Joint Conferences on Artificial Intelligence Organization, 2017. http://dx.doi.org/10.24963/ijcai.2017/640.

Full text
Abstract:
This paper deals with decision making under risk with the Weighted Expected Utility (WEU) model, which is a model generalizing expected utility and providing stronger descriptive possibilities. We address the problem of identifying, within a given set of lotteries, a (near-)optimal solution for a given decision maker consistent with the WEU theory. The WEU model is parameterized by two real-valued functions. We propose here a new incremental elicitation procedure to progressively reduce the imprecision about these functions until a robust decision can be made. We also give experimental results
APA, Harvard, Vancouver, ISO, and other styles
10

Thurston, Deborah L., James V. Carnahan, and Tiefu Liu. "Optimization of Design Utility." In ASME 1991 Design Technical Conferences. American Society of Mechanical Engineers, 1991. http://dx.doi.org/10.1115/detc1991-0045.

Full text
Abstract:
Abstract Design optimization is often carried out with respect to a single objective, for example, weight or manufacturing cost. Weight, cost, quality and robustness are each important considerations in design evaluation. However, when the design process is completed, a design is evaluated with respect to its performance in all of these areas, and possibly others, in addition to mechanical design considerations. The process of design should be driven from the very beginning by consideration of how the design artifact will ultimately be evaluated. We present a method for design analysis whose b
APA, Harvard, Vancouver, ISO, and other styles
We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!

To the bibliography