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  2. 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.

  3. Random walk model of consumption - Wikipedia

    en.wikipedia.org/wiki/Random_walk_model_of...

    Robert Hall was the first to derive the effects of rational expectations for consumption. His theory states that if Milton Friedman’s permanent income hypothesis is correct, which in short says current income should be viewed as the sum of permanent income and transitory income and that consumption depends primarily on permanent income, and if consumers have rational expectations, then any ...

  4. 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.

  5. Utility - Wikipedia

    en.wikipedia.org/wiki/Utility

    In economics, utility is a measure of a certain person's satisfaction from a certain state of the world. Over time, the term has been used with at least two meanings. In a normative context, utility refers to a goal or objective that we wish to maximize, i.e., an objective function.

  6. Marginalism - Wikipedia

    en.wikipedia.org/wiki/Marginalism

    Marginalism is a theory of economics that attempts to explain the discrepancy in the value of goods and services by reference to their secondary, or marginal, utility. It states that the reason why the price of diamonds is higher than that of water, for example, owes to the greater additional satisfaction of the diamonds over the water.

  7. 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 ...

  8. Utility representation theorem - Wikipedia

    en.wikipedia.org/wiki/Utility_representation_theorem

    A multi-utility representation (MUR) of a relation is a set U of utility functions, such that : (). In other words, A is preferred to B if and only if all utility functions in the set U unanimously hold this preference. The concept was introduced by Efe Ok.

  9. Utility maximization problem - Wikipedia

    en.wikipedia.org/wiki/Utility_maximization_problem

    The relationship between the utility function and Marshallian demand in the utility maximisation problem mirrors the relationship between the expenditure function and Hicksian demand in the expenditure minimisation problem. In expenditure minimisation the utility level is given and well as the prices of goods, the role of the consumer is to ...

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