Assessment of multiattribute utility functions is significantly simplified if it is possible to decompose the function into more manageable pieces. Utility independence is a powerful property that ...
Mathematics of Operations Research, Vol. 41, No. 1 (February 2016), pp. 146-173 (28 pages) This paper investigates the problem of maximizing expected terminal utility in a (generically incomplete) ...
Pratt, John W. "How Many Balance Functions Does It Take To Determine A Utility Function?" Journal of Risk and Uncertainty 31, no. 2 (September 2005): 109–127. (Article in Honor of Paul Samuelson's ...
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