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  2. Utility maximization problem - Wikipedia

    en.wikipedia.org/wiki/Utility_maximization_problem

    Figure 3: This shows the utility maximisation problem with a minimum utility function. For a minimum function with goods that are perfect complements, the same steps cannot be taken to find the utility maximising bundle as it is a non differentiable function. Therefore, intuition must be used.

  3. Multi-attribute utility - Wikipedia

    en.wikipedia.org/wiki/Multi-attribute_utility

    Although there are at least four sources of uncertainty - the attribute outcomes, and a decisionmaker's fuzziness about: a) the specific shapes of the individual attribute utility functions, b) the aggregating constants' values, and c) whether the attribute utility functions are additive, these terms being addressed presently - uncertainty ...

  4. Cardinal utility - Wikipedia

    en.wikipedia.org/wiki/Cardinal_utility

    The sign of the second derivative of a differentiable utility function that is cardinal, is the same for all the numerical representations of a particular preference structure. Given that this is usually a negative sign, there is room for a law of diminishing marginal utility in cardinal utility theory.

  5. Social welfare function - Wikipedia

    en.wikipedia.org/wiki/Social_welfare_function

    In welfare economics and social choice theory, a social welfare function—also called a social ordering, ranking, utility, or choice function—is a function that ranks a set of social states by their desirability. Each person's preferences are combined in some way to determine which outcome is considered better by society as a whole. [1]

  6. Isoelastic utility - Wikipedia

    en.wikipedia.org/wiki/Isoelastic_utility

    The isoelastic utility function is a special case of hyperbolic absolute risk aversion and at the same time is the only class of utility functions with constant relative risk aversion, which is why it is also called the CRRA (constant relative risk aversion) utility function. In statistics, the same function is called the Box-Cox transformation ...

  7. Marginal utility - Wikipedia

    en.wikipedia.org/wiki/Marginal_utility

    With ordinal utility, a person's preferences do not have a unique marginal utility, making the concept of diminishing marginal utility irrelevant. On the other hand, diminishing marginal utility is a significant concept in cardinal utility , which is used to analyse intertemporal choice , choice under uncertainty , and social welfare in modern ...

  8. Welfare economics - Wikipedia

    en.wikipedia.org/wiki/Welfare_economics

    A social utility frontier (also called a grand utility frontier) can be obtained from the outer envelope of all these utility functions. Each point on a social utility frontier represents an efficient allocation of an economy's resources; that is, it is a Pareto optimum in factor allocation, in production, in consumption, and in the interaction ...

  9. Elasticity of intertemporal substitution - Wikipedia

    en.wikipedia.org/wiki/Elasticity_of_inter...

    Given a utility function (), where denotes consumption level, the EIS is defined as = ′ ″ Notice that this definition is the inverse of relative risk aversion.. We can define a family of utility functions, which may be understood as inverse CRRA utility: = {() ⁡ =