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  2. Exponential utility - Wikipedia

    en.wikipedia.org/wiki/Exponential_utility

    Exponential utility implies constant absolute risk aversion (CARA), with coefficient of absolute risk aversion equal to a constant: ″ ′ =. In the standard model of one risky asset and one risk-free asset, [1] [2] for example, this feature implies that the optimal holding of the risky asset is independent of the level of initial wealth; thus on the margin any additional wealth would be ...

  3. Indifference curve - Wikipedia

    en.wikipedia.org/wiki/Indifference_curve

    Given a utility function u(x,y), to calculate the MRS, one takes the partial derivative of the function u with respect to good x and divide it by the partial derivative of the function u with respect to good y. If the marginal rate of substitution is diminishing along an indifference curve, that is the magnitude of the slope is decreasing or ...

  4. 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 ...

  5. Utility assessment - Wikipedia

    en.wikipedia.org/wiki/Utility_assessment

    A single-attribute utility function maps the amount of money a person has (or gains), to a number representing the subjective satisfaction he derives from it. The motivation to define a utility function comes from the St. Petersburg paradox: the observation that people are not willing to pay much for a lottery, even if its expected monetary gain is infinite.

  6. Expected utility hypothesis - Wikipedia

    en.wikipedia.org/wiki/Expected_utility_hypothesis

    Standard utility functions represent ordinal preferences. The expected utility hypothesis imposes limitations on the utility function and makes utility cardinal (though still not comparable across individuals). Although the expected utility hypothesis is standard in economic modeling, it is violated in psychological experiments.

  7. Linear utility - Wikipedia

    en.wikipedia.org/wiki/Linear_utility

    E.g., the commodity is a heterogeneous resource, such as land. Then, the utility functions are not functions of a finite number of variables, but rather set functions defined on Borel subsets of the land. The natural generalization of a linear utility function to that model is an additive set function.

  8. List of mathematical functions - Wikipedia

    en.wikipedia.org/wiki/List_of_mathematical_functions

    In mathematics, some functions or groups of functions are important enough to deserve their own names. This is a listing of articles which explain some of these functions in more detail. There is a large theory of special functions which developed out of statistics and mathematical physics.

  9. Leontief utilities - Wikipedia

    en.wikipedia.org/wiki/Leontief_Utilities

    Hence, his utility is (,). In a cloud computing environment, there is a large server that runs many different tasks. Suppose a certain type of a task requires 2 CPUs, 3 gigabytes of memory and 4 gigabytes of disk-space to complete. The utility of the user is equal to the number of completed tasks.