Invariant Utility Functions and Certain Equivalent Transformations
By Ali E. Abbas. 2007
34 citations recorded by the source corpus.
Subfields: Economics and Econometrics, General Decision Sciences, Management Science and Operations Research
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Citations in the corpus
- Variational Bayesian Reinforcement Learning with Regret Bounds (2018, background): “The choice of the exponential utility may seem arbitrary, but in fact it is the unique utility function that has the property that the certainty equivalent value of the sum of two independent random variables is equal to the sum of their certainty equivalent values [1, 44, 20, 46].”