Optimal pricing and capacity management in service systems with delay-sensitive mixed-risk customers.

Autoren: Deligiannis, Michalis¹ (AUTHOR), Benioudakis, Myron^1,2 (AUTHOR), Liberopoulos, George¹ (AUTHOR) glib@mie.uth.gr, Burnetas, Apostolos³ (AUTHOR)

Quelle: International Journal of Production Research. Nov2024, Vol. 62 Issue 21, p7877-7903. 27p.

Schlagwörter: *PRICE regulation, *PRICES, *COST effectiveness, EXPECTED utility, PUBLIC welfare policy

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Approximate planning in spatial search.

Autoren: Kryven, Marta¹ (AUTHOR) mkryven@mit.edu, Yu, Suhyoun² (AUTHOR), Kleiman-Weiner, Max¹ (AUTHOR), Ullman, Tomer² (AUTHOR), Tenenbaum, Joshua² (AUTHOR)

Quelle: PLoS Computational Biology. 11/12/2024, Vol. 20 Issue 11, p1-21. 21p.

Schlagwörter: *ARTIFICIAL intelligence, *EXPECTED utility, *COGNITIVE science, *MAZE tests, *COGNITION

Non-zero-sum reinsurance and investment game under thinning dependence structure: mean–variance premium principle.

Autoren: Zhang, Caibin¹ (AUTHOR), Liang, Zhibin² (AUTHOR) liangzhibin111@hotmail.com

Quelle: Scandinavian Actuarial Journal. Sep2024, Vol. 2024 Issue 7, p680-704. 25p.

Schlagwörter: *EXPECTED utility, *REINSURANCE, *INSURANCE companies, *GAMES, *PURCHASING

Fast and slow dynamic decision making under ambiguity.

Autoren: Caferra, Rocco¹ (AUTHOR), Hey, John² (AUTHOR), Morone, Andrea³ (AUTHOR) a.morone@gmail.com

Quelle: Journal of Risk & Uncertainty. Apr2025, Vol. 70 Issue 2, p89-104. 16p.

Schlagwörter: *STATISTICAL decision making, *PROBLEM solving, *DECISION making, *MONETARY incentives, EXPECTED utility, AMBIGUITY

Improving risky choices: The effect of cognitive offloading on risky decisions.

Autoren: Gao, Yihong¹ (AUTHOR), Garagnani, Michele¹ (AUTHOR) michele.garagnani@unimelb.edu.au

Quelle: Journal of Risk & Uncertainty. Apr2025, Vol. 70 Issue 2, p105-128. 24p.

Schlagwörter: *BUDGET, *DECISION making, COGNITIVE psychology, EXPECTED utility, COMPUTATIONAL complexity

An experiment on outcome uncertainty.

Autoren: Albarrán, Pedro¹ (AUTHOR), Alonso, Judit² (AUTHOR), Herrero, Carmen^1,3 (AUTHOR), Ponti, Giovanni^1,4 (AUTHOR) giuba@ua.es, Sartarelli, Marcello^5,6 (AUTHOR), Topazio, Diletta^4,7 (AUTHOR)

Quelle: Journal of Risk & Uncertainty. Apr2025, Vol. 70 Issue 2, p147-170. 24p.

Schlagwörter: *ECONOMIC decision making, *EXPERIMENTAL economics, *RISK aversion, *DECISION making, EXPECTED utility

On the optimal design of a new class of proportional portfolio insurance strategies in a jump-diffusion framework.

Autoren: Colaneri, Katia¹ (AUTHOR) katia.colaneri@uniroma2.it, Mancinelli, Daniele¹ (AUTHOR), Oliva, Immacolata² (AUTHOR)

Quelle: Scandinavian Actuarial Journal. Apr2025, p1-23. 23p. 8 Illustrations.

Schlagwörter: *INCOMPLETE markets, *INVESTMENT policy, *INVESTMENT risk, *RISK aversion, EXPECTED utility

An Economic Theory with a Formal-Econometric Test of Its Empirical Relevance.

Autoren: Stigum, Bernt Petter¹ (AUTHOR)

Quelle: Econometrics (2225-1146). Mar2025, Vol. 13 Issue 1, p4. 24p.

Schlagwörter: *BUSINESSPEOPLE, *UTILITY functions, *FINANCIAL statements, *PRICES, EXPECTED utility

Scalarized utility-based multi-asset risk measures.

Autoren: Desmettre, Sascha¹ (AUTHOR), Laudagé, Christian² (AUTHOR) christian.laudage@rptu.de, Sass, Jörn² (AUTHOR)

Quelle: Scandinavian Actuarial Journal. Apr2025, Vol. 2025 Issue 3, p271-299. 29p.

Schlagwörter: *HEDGING (Finance), *UTILITY functions, *RISK aversion, *FINANCIAL markets, EXPECTED utility

Strategies with minimal norm are optimal for expected utility maximisation under high model ambiguity.

Autoren: Carassus, Laurence¹ (AUTHOR) laurence.carassus@centralesupelec.fr, Wiesel, Johannes^2,3 (AUTHOR) jwiesel@andrew.cmu.edu

Quelle: Finance & Stochastics. Apr2025, Vol. 29 Issue 2, p519-551. 33p.

Schlagwörter: *FINANCIAL markets, ROBUST optimization, EXPECTED utility, PROBABILITY measures, AMBIGUITY

Robust concave utility maximization over chance constraints.

Autoren: Wang, Shanshan¹ (AUTHOR) shshwangbit@gmail.com, Mehrotra, Sanjay² (AUTHOR) mehrotra@iems.northwestern.edu, Peng, Chun^1,3 (AUTHOR) chunpeng@bjtu.edu.cn

Quelle: European Journal of Operational Research. Mar2025, Vol. 321 Issue 3, p800-813. 14p.

Schlagwörter: *DISTRIBUTION (Probability theory), *UTILITY functions, EXPECTED utility, CONCAVE functions, SET functions

Conditions for extrapolating differences in consumption to differences in welfare.

Autoren: Zhao, Wei¹ (AUTHOR) weizhao@mail.missouri.edu, Kaplan, David M.¹ (AUTHOR)

Quelle: Economic Inquiry. Jul2024, Vol. 62 Issue 3, p1090-1104. 15p.

Schlagwörter: *STOCHASTIC dominance, *EXPECTED utility, *SOCIAL dominance, *UTILITY functions, *PHYSICAL distribution of goods

Uncertainty goes mainstream: Savage, Koopmans and the measurability of uncertainty at the Cowles Commission.

Autoren: Zappia, Carlo (AUTHOR) zappia@unisi.it

Quelle: European Journal of the History of Economic Thought. Jun2024, Vol. 31 Issue 3, p375-399. 25p.

Schlagwörter: *EXPECTED utility, *CORPORATE directors, *THEORISTS, *PROBABILITY theory, *DECISION making

Expected balanced uncertain utility.

Autoren: Grant, Simon¹ (AUTHOR) simon.grant@anu.edu.au, Roorda, Berend² (AUTHOR) b.roorda@utwente.nl, Yang, Jingni³ (AUTHOR) jingni.yang@sydney.edu.au

Quelle: Theoretical Economics. Jan2025, Vol. 20 Issue 1, p1-25. 25p.

Schlagwörter: *UTILITY theory, *DECISION making, *DECISION theory, *RISK aversion, EXPECTED utility, EQUILIBRIUM

Risk Based Weight Determination in Multiple Criteria Decision Making.

Autoren: Liu, Yin^1,2,3,4 (AUTHOR) 15656515237@163.com

Quelle: Group Decision & Negotiation. Feb2025, Vol. 34 Issue 1, p69-104. 36p.

Schlagwörter: *MULTIPLE criteria decision making, EXPECTED utility, LEGAL judgments, ATTITUDE (Psychology)

Expected utility maximization for unobservable Markov-modulated jump-diffusion process with constraint on wealth.

Autoren: Zhang, Caibin¹ (AUTHOR), Liang, Zhibin² (AUTHOR) liangzhibin111@hotmail.com

Quelle: Stochastic Models. Jan2025, p1-30. 30p.

Schlagwörter: *UTILITY functions, *MARKOV processes, *ELECTRIC utilities, NONLINEAR equations, EXPECTED utility

Decision-making and coordination in the contract-farming supply chain with fairness concern and output uncertainty.

Autoren: Lin, Qiang¹ (AUTHOR), Feng, Jiali¹ (AUTHOR), Zhu, Yongqi¹ (AUTHOR), Xiao, Lu¹ (AUTHOR) xiaolu2008happy@gdut.edu.cn, Lin, Xiaogang¹ (AUTHOR)

Quelle: INFOR. Jan2025, p1-23. 23p. 5 Illustrations.

Schlagwörter: *SUPPLY chain management, *WHOLESALE prices, *SUPPLY chains, *PRICE increases, EXPECTED utility

Optimal payoffs under smooth ambiguity.

Autoren: Chen, An¹ (AUTHOR) an.chen@uni-ulm.de, Vanduffel, Steven² (AUTHOR) steven.vanduffel@vub.be, Wilke, Morten^1,2 (AUTHOR) morten.christopher.wilke@vub.be

Quelle: European Journal of Operational Research. Feb2025, Vol. 320 Issue 3, p754-764. 11p.

Schlagwörter: *ASSET allocation, *PROBLEM solving, EXPECTED utility, AMBIGUITY, AVERSION

On optimal betting strategies with multiple mutually exclusive outcomes.

Autoren: Whelan, Karl¹ (AUTHOR) karl.whelan@ucd.ie

Quelle: Bulletin of Economic Research. Jan2025, Vol. 77 Issue 1, p67-85. 19p.

Schlagwörter: *EXPECTED returns, *UTILITY functions, *PROFIT margins, EXPECTED utility, CONCAVE functions