Kapur, P. K.; Panwar, Saurabh; Singh, Ompal; Kumar, Vivek Joint optimization of software time-to-market and testing duration using multi-attribute utility theory. (English) Zbl 07550815 Ann. Oper. Res. 312, No. 1, 305-332 (2022). MSC: 68N99 90B25 62N05 68N30 62L10 PDF BibTeX XML Cite \textit{P. K. Kapur} et al., Ann. Oper. Res. 312, No. 1, 305--332 (2022; Zbl 07550815) Full Text: DOI OpenURL
Nyassoke Titi, Gaston Clément; Sadefo Kamdem, Jules; Fono, Louis Aimé Optimal renewable resource harvesting model using price and biomass stochastic variations: a utility based approach. (English) Zbl 07547843 Math. Methods Oper. Res. 95, No. 2, 297-326 (2022). MSC: 90Cxx PDF BibTeX XML Cite \textit{G. C. Nyassoke Titi} et al., Math. Methods Oper. Res. 95, No. 2, 297--326 (2022; Zbl 07547843) Full Text: DOI OpenURL
Jeong, Seungwon; Ahn, Sang Jin; Koo, Hyeng Keun; Ahn, Seryoong Optimal portfolio choice in a binomial-tree and its convergence. (English) Zbl 07546429 East Asian Math. J. 38, No. 3, 277-292 (2022). MSC: 91Gxx PDF BibTeX XML Cite \textit{S. Jeong} et al., East Asian Math. J. 38, No. 3, 277--292 (2022; Zbl 07546429) Full Text: DOI OpenURL
El Karoui, Nicole; Hillairet, Caroline; Mrad, Mohamed Ramsey rule with forward/backward utility for long-term yield curves modeling. (English) Zbl 07544268 Decis. Econ. Finance 45, No. 1, 375-414 (2022). MSC: 91-XX PDF BibTeX XML Cite \textit{N. El Karoui} et al., Decis. Econ. Finance 45, No. 1, 375--414 (2022; Zbl 07544268) Full Text: DOI OpenURL
Jansen, Dennis W.; Liu, Liqun Portfolio choice in the model of expected utility with a safety-first component. (English) Zbl 07544261 Decis. Econ. Finance 45, No. 1, 187-207 (2022). MSC: 91-XX PDF BibTeX XML Cite \textit{D. W. Jansen} and \textit{L. Liu}, Decis. Econ. Finance 45, No. 1, 187--207 (2022; Zbl 07544261) Full Text: DOI OpenURL
Kountzakis, Christos E.; Rossello, Damiano Monetary risk measures for stochastic processes via Orlicz duality. (English) Zbl 07544256 Decis. Econ. Finance 45, No. 1, 35-56 (2022). MSC: 91-XX PDF BibTeX XML Cite \textit{C. E. Kountzakis} and \textit{D. Rossello}, Decis. Econ. Finance 45, No. 1, 35--56 (2022; Zbl 07544256) Full Text: DOI OpenURL
Escobar-Anel, Marcos; Davison, Matt; Zhu, Yichen Derivatives-based portfolio decisions: an expected utility insight. (English) Zbl 07540600 Ann. Finance 18, No. 2, 217-246 (2022). MSC: 91Gxx PDF BibTeX XML Cite \textit{M. Escobar-Anel} et al., Ann. Finance 18, No. 2, 217--246 (2022; Zbl 07540600) Full Text: DOI OpenURL
Hanna, Vanessa; Hieber, Peter; Devolder, Pierre Mixed participating and unit-linked life insurance contracts: design, pricing and optimal strategy. (English) Zbl 07540573 Scand. Actuar. J. 2022, No. 5, 421-446 (2022). MSC: 91B30 PDF BibTeX XML Cite \textit{V. Hanna} et al., Scand. Actuar. J. 2022, No. 5, 421--446 (2022; Zbl 07540573) Full Text: DOI OpenURL
Guan, Chonghu; Li, Xun; Zhou, Rui; Zhou, Wenxin Free boundary problem for an optimal investment problem with a borrowing constraint. (English) Zbl 07538995 J. Ind. Manag. Optim. 18, No. 3, 1915-1934 (2022). MSC: 91B70 91G10 35R35 35B65 PDF BibTeX XML Cite \textit{C. Guan} et al., J. Ind. Manag. Optim. 18, No. 3, 1915--1934 (2022; Zbl 07538995) Full Text: DOI OpenURL
Li, Kai; Zhou, Tao; Liu, Bohai Pricing new and remanufactured products based on customer purchasing behavior. (English) Zbl 07538989 J. Ind. Manag. Optim. 18, No. 3, 1769-1794 (2022). MSC: 90B60 91B16 91B24 PDF BibTeX XML Cite \textit{K. Li} et al., J. Ind. Manag. Optim. 18, No. 3, 1769--1794 (2022; Zbl 07538989) Full Text: DOI OpenURL
Zhang, Yan; Wu, Yonghong; Yao, Haixiang Optimal health insurance with constraints under utility of health, wealth and income. (English) Zbl 07538977 J. Ind. Manag. Optim. 18, No. 3, 1519-1540 (2022). MSC: 91B30 97M30 46N10 47N10 PDF BibTeX XML Cite \textit{Y. Zhang} et al., J. Ind. Manag. Optim. 18, No. 3, 1519--1540 (2022; Zbl 07538977) Full Text: DOI OpenURL
Jindapon, Paan; Sujarittanonta, Pacharasut; Viriyavipart, Ajalavat Prize-linked savings games: theory and experiment. (English) Zbl 07538814 Games Econ. Behav. 133, 202-229 (2022). MSC: 91-XX PDF BibTeX XML Cite \textit{P. Jindapon} et al., Games Econ. Behav. 133, 202--229 (2022; Zbl 07538814) Full Text: DOI OpenURL
Piermont, Evan Disentangling strict and weak choice in random expected utility models. (English) Zbl 07538771 J. Econ. Theory 202, Article ID 105458, 34 p. (2022). MSC: 91Bxx PDF BibTeX XML Cite \textit{E. Piermont}, J. Econ. Theory 202, Article ID 105458, 34 p. (2022; Zbl 07538771) Full Text: DOI OpenURL
Kallio, Markku; Halme, Merja; Hardoroudi, Nasim Dehghan; Aspara, Jaakko Transparent structured products for retail investors. (English) Zbl 07538162 Eur. J. Oper. Res. 302, No. 2, 752-767 (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{M. Kallio} et al., Eur. J. Oper. Res. 302, No. 2, 752--767 (2022; Zbl 07538162) Full Text: DOI OpenURL
Zhu, Dongmei; Zheng, Harry Effective approximation methods for constrained utility maximization with drift uncertainty. (English) Zbl 07536863 J. Optim. Theory Appl. 194, No. 1, 191-219 (2022). MSC: 91B16 93E20 49M29 PDF BibTeX XML Cite \textit{D. Zhu} and \textit{H. Zheng}, J. Optim. Theory Appl. 194, No. 1, 191--219 (2022; Zbl 07536863) Full Text: DOI OpenURL
de Castro, Luciano; Galvao, Antonio F. Static and dynamic quantile preferences. (English) Zbl 07535184 Econ. Theory 73, No. 2-3, 747-779 (2022). MSC: 91B08 PDF BibTeX XML Cite \textit{L. de Castro} and \textit{A. F. Galvao}, Econ. Theory 73, No. 2--3, 747--779 (2022; Zbl 07535184) Full Text: DOI OpenURL
Guo, Huiyi; Yannelis, Nicholas C. Incentive compatibility under ambiguity. (English) Zbl 07535176 Econ. Theory 73, No. 2-3, 565-593 (2022). MSC: 91B16 91B32 PDF BibTeX XML Cite \textit{H. Guo} and \textit{N. C. Yannelis}, Econ. Theory 73, No. 2--3, 565--593 (2022; Zbl 07535176) Full Text: DOI OpenURL
Kopylov, Igor Minimal rationalizations. (English) Zbl 07535157 Econ. Theory 73, No. 4, 859-879 (2022). MSC: 91B16 PDF BibTeX XML Cite \textit{I. Kopylov}, Econ. Theory 73, No. 4, 859--879 (2022; Zbl 07535157) Full Text: DOI OpenURL
Zhu, Shunqing; Dong, Yinghui; Wu, Sang Optimal investment of DC pension plan with two VaR constraints. (English) Zbl 07533632 Commun. Stat., Theory Methods 51, No. 6, 1745-1764 (2022). MSC: 91B16 91G10 62-XX PDF BibTeX XML Cite \textit{S. Zhu} et al., Commun. Stat., Theory Methods 51, No. 6, 1745--1764 (2022; Zbl 07533632) Full Text: DOI OpenURL
Yan, Rongfang; Wang, Junrui Component level versus system level at active redundancies for coherent systems with dependent heterogeneous components. (English) Zbl 07533631 Commun. Stat., Theory Methods 51, No. 6, 1724-1744 (2022). MSC: 91B16 91B30 60E15 62-XX PDF BibTeX XML Cite \textit{R. Yan} and \textit{J. Wang}, Commun. Stat., Theory Methods 51, No. 6, 1724--1744 (2022; Zbl 07533631) Full Text: DOI OpenURL
Protter, Philip Book review of: R.A. Jarrow, Continuous-time asset pricing theory. (English) Zbl 07532614 Quant. Finance 22, No. 5, 813-815 (2022). MSC: 00A17 91-01 91G20 91G30 91G40 91G10 60G44 91B16 PDF BibTeX XML Cite \textit{P. Protter}, Quant. Finance 22, No. 5, 813--815 (2022; Zbl 07532614) Full Text: DOI OpenURL
Zhao, Hui; Wang, Suxin Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility. (English) Zbl 07530083 Eur. J. Oper. Res. 301, No. 3, 1166-1180 (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{H. Zhao} and \textit{S. Wang}, Eur. J. Oper. Res. 301, No. 3, 1166--1180 (2022; Zbl 07530083) Full Text: DOI OpenURL
Crouzeix, Jean-Pierre On quasiconvex functions which are convexifiable or not. (English) Zbl 07528341 J. Optim. Theory Appl. 193, No. 1-3, 66-80 (2022). MSC: 91B16 91B08 26B25 PDF BibTeX XML Cite \textit{J.-P. Crouzeix}, J. Optim. Theory Appl. 193, No. 1--3, 66--80 (2022; Zbl 07528341) Full Text: DOI OpenURL
Müller, David; Nesterov, Yurii; Shikhman, Vladimir Discrete choice prox-functions on the simplex. (English) Zbl 07527998 Math. Oper. Res. 47, No. 1, 485-507 (2022). MSC: 90C25 90C90 PDF BibTeX XML Cite \textit{D. Müller} et al., Math. Oper. Res. 47, No. 1, 485--507 (2022; Zbl 07527998) Full Text: DOI OpenURL
Muller, Daniel; Buarque, Fernando; Marwala, Tshilidzi On rationality, artificial intelligence and economics. (English) Zbl 07527333 Singapore: World Scientific (ISBN 978-981-12-5511-3/hbk; 978-981-12-5513-7/ebook). xxii, 230 p. (2022). MSC: 91-02 91B16 91B06 68T05 68W50 90C59 PDF BibTeX XML Cite \textit{D. Muller} et al., On rationality, artificial intelligence and economics. Singapore: World Scientific (2022; Zbl 07527333) Full Text: DOI OpenURL
Levy, Haim Stocks, bonds, and the investment horizon. Decision-making for the long run (to appear). (English) Zbl 07527319 Singapore: World Scientific (ISBN 978-981-12-5014-9/hbk; 978-981-125-016-3/ebook). xv, 477 p. (2022). MSC: 91-02 91G15 60E15 91B16 PDF BibTeX XML Cite \textit{H. Levy}, Stocks, bonds, and the investment horizon. Decision-making for the long run (to appear). Singapore: World Scientific (2022; Zbl 07527319) Full Text: DOI OpenURL
Khan, Abhimanyu Expected utility versus cumulative prospect theory in an evolutionary model of bargaining. (English) Zbl 07526536 J. Econ. Dyn. Control 137, Article ID 104332, 12 p. (2022). MSC: 91B16 91B26 PDF BibTeX XML Cite \textit{A. Khan}, J. Econ. Dyn. Control 137, Article ID 104332, 12 p. (2022; Zbl 07526536) Full Text: DOI OpenURL
Liang, Xiaoqing; Wang, Ruodu; Young, Virginia R. Optimal insurance to maximize RDEU under a distortion-deviation premium principle. (English) Zbl 07525951 Insur. Math. Econ. 104, 35-59 (2022). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDF BibTeX XML Cite \textit{X. Liang} et al., Insur. Math. Econ. 104, 35--59 (2022; Zbl 07525951) Full Text: DOI OpenURL
Jagau, Stephan; Perea, Andrés Common belief in rationality in psychological games. Belief-dependent utility and the limits of strategic reasoning. (English) Zbl 07525395 J. Math. Econ. 100, Article ID 102635, 16 p. (2022). MSC: 91A26 91A30 PDF BibTeX XML Cite \textit{S. Jagau} and \textit{A. Perea}, J. Math. Econ. 100, Article ID 102635, 16 p. (2022; Zbl 07525395) Full Text: DOI OpenURL
Sørensen, Jesper R.-V.; Fosgerau, Mogens How McFadden met Rockafellar and learned to do more with less. (English) Zbl 07525392 J. Math. Econ. 100, Article ID 102629, 11 p. (2022). MSC: 91B16 PDF BibTeX XML Cite \textit{J. R. V. Sørensen} and \textit{M. Fosgerau}, J. Math. Econ. 100, Article ID 102629, 11 p. (2022; Zbl 07525392) Full Text: DOI OpenURL
Pivato, Marcus A characterization of Cesàro average utility. (English) Zbl 07525236 J. Econ. Theory 201, Article ID 105440, 26 p. (2022). MSC: 91B16 91B14 PDF BibTeX XML Cite \textit{M. Pivato}, J. Econ. Theory 201, Article ID 105440, 26 p. (2022; Zbl 07525236) Full Text: DOI OpenURL
Taggart, Robert J. Point forecasting and forecast evaluation with generalized Huber loss. (English) Zbl 07524928 Electron. J. Stat. 16, No. 1, 201-231 (2022). MSC: 62C05 91B06 PDF BibTeX XML Cite \textit{R. J. Taggart}, Electron. J. Stat. 16, No. 1, 201--231 (2022; Zbl 07524928) Full Text: DOI Link OpenURL
Han, Bingyan; Ying Wong, Hoi Robust control in a rough environment. (English) Zbl 07518200 Quant. Finance 22, No. 3, 481-500 (2022). MSC: 91G10 91B06 91B16 PDF BibTeX XML Cite \textit{B. Han} and \textit{H. Ying Wong}, Quant. Finance 22, No. 3, 481--500 (2022; Zbl 07518200) Full Text: DOI OpenURL
Sweilam, Nasser H.; Assiri, Taghreed A.; Hasan, Muner M. Abou Optimal control problem of variable-order delay system of advertising procedure: numerical treatment. (English) Zbl 07512226 Discrete Contin. Dyn. Syst., Ser. S 15, No. 5, 1247-1268 (2022). MSC: 49S05 26A33 49M25 65L03 91B16 91B26 PDF BibTeX XML Cite \textit{N. H. Sweilam} et al., Discrete Contin. Dyn. Syst., Ser. S 15, No. 5, 1247--1268 (2022; Zbl 07512226) Full Text: DOI OpenURL
Jansen, C.; Blocher, H.; Augustin, T.; Schollmeyer, G. Information efficient learning of complexly structured preferences: elicitation procedures and their application to decision making under uncertainty. (English) Zbl 07512025 Int. J. Approx. Reasoning 144, 69-91 (2022). MSC: 68T37 PDF BibTeX XML Cite \textit{C. Jansen} et al., Int. J. Approx. Reasoning 144, 69--91 (2022; Zbl 07512025) Full Text: DOI OpenURL
Honda, Edward Expected utility with threshold disappointment sensitivity. (English) Zbl 1484.91187 Econ. Lett. 213, Article ID 110350, 4 p. (2022). MSC: 91B16 91B08 PDF BibTeX XML Cite \textit{E. Honda}, Econ. Lett. 213, Article ID 110350, 4 p. (2022; Zbl 1484.91187) Full Text: DOI OpenURL
Zhao, Meng; Shen, Xinyuan; Liao, Huchang; Cai, Mingyao Selecting products through text reviews: an MCDM method incorporating personalized heuristic judgments in the prospect theory. (English) Zbl 1484.91148 Fuzzy Optim. Decis. Mak. 21, No. 1, 21-44 (2022). MSC: 91B06 91B16 91B08 91F20 PDF BibTeX XML Cite \textit{M. Zhao} et al., Fuzzy Optim. Decis. Mak. 21, No. 1, 21--44 (2022; Zbl 1484.91148) Full Text: DOI OpenURL
Quiggin, John Production under uncertainty and choice under uncertainty in the emergence of generalized expected utility theory. (English) Zbl 1484.91191 Theory Decis. 92, No. 3-4, 717-729 (2022). MSC: 91B16 91B38 PDF BibTeX XML Cite \textit{J. Quiggin}, Theory Decis. 92, No. 3--4, 717--729 (2022; Zbl 1484.91191) Full Text: DOI OpenURL
Peters, Hans Risk aversion for losses and the Nash bargaining solution. (English) Zbl 1484.91190 Theory Decis. 92, No. 3-4, 703-715 (2022). MSC: 91B16 91B26 PDF BibTeX XML Cite \textit{H. Peters}, Theory Decis. 92, No. 3--4, 703--715 (2022; Zbl 1484.91190) Full Text: DOI OpenURL
Maccheroni, Fabio; Marinacci, Massimo; Yang, Jingni On the cardinal utility equivalence of biseparable preferences. (English) Zbl 1484.91152 Theory Decis. 92, No. 3-4, 689-701 (2022). MSC: 91B08 91B16 PDF BibTeX XML Cite \textit{F. Maccheroni} et al., Theory Decis. 92, No. 3--4, 689--701 (2022; Zbl 1484.91152) Full Text: DOI OpenURL
Karni, Edi Incomplete risk attitudes and random choice behavior: an elicitation mechanism. (English) Zbl 1484.91132 Theory Decis. 92, No. 3-4, 677-687 (2022). MSC: 91B06 91B08 PDF BibTeX XML Cite \textit{E. Karni}, Theory Decis. 92, No. 3--4, 677--687 (2022; Zbl 1484.91132) Full Text: DOI OpenURL
Gonzalez, Richard; Wu, George Composition rules in original and cumulative prospect theory. (English) Zbl 1484.91186 Theory Decis. 92, No. 3-4, 647-675 (2022). MSC: 91B16 PDF BibTeX XML Cite \textit{R. Gonzalez} and \textit{G. Wu}, Theory Decis. 92, No. 3--4, 647--675 (2022; Zbl 1484.91186) Full Text: DOI OpenURL
Gilboa, Itzhak; Samuelson, Larry No-betting Pareto under ambiguity. (English) Zbl 1484.91275 Theory Decis. 92, No. 3-4, 625-645 (2022). MSC: 91B60 91B16 PDF BibTeX XML Cite \textit{I. Gilboa} and \textit{L. Samuelson}, Theory Decis. 92, No. 3--4, 625--645 (2022; Zbl 1484.91275) Full Text: DOI OpenURL
Chateauneuf, Alain; Cohen, Michèle; Mostoufi, Mina Correction to: “Optimality of deductible: a characterization, with application to Yaari’s dual theory”. (English) Zbl 07507041 Theory Decis. 92, No. 3-4, 581 (2022). MSC: 91B16 91G05 PDF BibTeX XML Cite \textit{A. Chateauneuf} et al., Theory Decis. 92, No. 3--4, 581 (2022; Zbl 07507041) Full Text: DOI OpenURL
Chateauneuf, Alain; Cohen, Michèle; Mostoufi, Mina Optimality of deductible: a characterization, with application to Yaari’s dual theory. (English) Zbl 1484.91184 Theory Decis. 92, No. 3-4, 569-580 (2022); correction ibid. 92, No. 3-4, 581 (2022). MSC: 91B16 91G05 PDF BibTeX XML Cite \textit{A. Chateauneuf} et al., Theory Decis. 92, No. 3--4, 569--580 (2022; Zbl 1484.91184) Full Text: DOI OpenURL
Alon, Shiri A comment on the axiomatics of the maxmin expected utility model. (English) Zbl 1484.91183 Theory Decis. 92, No. 3-4, 445-453 (2022). MSC: 91B16 PDF BibTeX XML Cite \textit{S. Alon}, Theory Decis. 92, No. 3--4, 445--453 (2022; Zbl 1484.91183) Full Text: DOI OpenURL
Comerford, David A.; Lades, Leonhard K. Responsibility utility and the difference between preference and desirance: implications for welfare evaluation. (English) Zbl 1484.91178 Soc. Choice Welfare 58, No. 2, 201-224 (2022). MSC: 91B15 91B16 91B08 PDF BibTeX XML Cite \textit{D. A. Comerford} and \textit{L. K. Lades}, Soc. Choice Welfare 58, No. 2, 201--224 (2022; Zbl 1484.91178) Full Text: DOI OpenURL
Agram, Nacira; Hu, Yaozhong; Øksendal, Bernt Mean-field backward stochastic differential equations and applications. (English) Zbl 07506021 Syst. Control Lett. 162, Article ID 105196, 7 p. (2022). MSC: 60H10 93E20 49N80 PDF BibTeX XML Cite \textit{N. Agram} et al., Syst. Control Lett. 162, Article ID 105196, 7 p. (2022; Zbl 07506021) Full Text: DOI OpenURL
Christensen, Timothy M. Existence and uniqueness of recursive utilities without boundedness. (English) Zbl 1484.91185 J. Econ. Theory 200, Article ID 105413, 37 p. (2022). MSC: 91B16 PDF BibTeX XML Cite \textit{T. M. Christensen}, J. Econ. Theory 200, Article ID 105413, 37 p. (2022; Zbl 1484.91185) Full Text: DOI OpenURL
Pivato, Marcus Bayesian social aggregation with accumulating evidence. (English) Zbl 1484.91175 J. Econ. Theory 200, Article ID 105399, 30 p. (2022). MSC: 91B14 91B16 91B08 PDF BibTeX XML Cite \textit{M. Pivato}, J. Econ. Theory 200, Article ID 105399, 30 p. (2022; Zbl 1484.91175) Full Text: DOI OpenURL
Frick, Mira; Iijima, Ryota; Le Yaouanq, Yves Objective rationality foundations for (dynamic) \(\alpha\)-MEU. (English) Zbl 1484.91124 J. Econ. Theory 200, Article ID 105394, 24 p. (2022). MSC: 91B06 91B16 PDF BibTeX XML Cite \textit{M. Frick} et al., J. Econ. Theory 200, Article ID 105394, 24 p. (2022; Zbl 1484.91124) Full Text: DOI OpenURL
Safra, Zvi; Segal, Uzi A lot of ambiguity. (English) Zbl 1484.91143 J. Econ. Theory 200, Article ID 105393, 29 p. (2022). MSC: 91B06 91B16 PDF BibTeX XML Cite \textit{Z. Safra} and \textit{U. Segal}, J. Econ. Theory 200, Article ID 105393, 29 p. (2022; Zbl 1484.91143) Full Text: DOI OpenURL
Meissner, Thomas; Pfeiffer, Philipp Measuring preferences over the temporal resolution of consumption uncertainty. (English) Zbl 1484.91153 J. Econ. Theory 200, Article ID 105379, 49 p. (2022). MSC: 91B08 PDF BibTeX XML Cite \textit{T. Meissner} and \textit{P. Pfeiffer}, J. Econ. Theory 200, Article ID 105379, 49 p. (2022; Zbl 1484.91153) Full Text: DOI OpenURL
Bahchedjioglou, Olena; Shevchenko, Georgiy Optimal investments for the standard maximization problem with non-concave utility function in complete market model. (English) Zbl 1484.91413 Math. Methods Oper. Res. 95, No. 1, 163-181 (2022). MSC: 91G10 90C26 91B16 PDF BibTeX XML Cite \textit{O. Bahchedjioglou} and \textit{G. Shevchenko}, Math. Methods Oper. Res. 95, No. 1, 163--181 (2022; Zbl 1484.91413) Full Text: DOI OpenURL
Escobar-Anel, Marcos; Kschonnek, Michel; Zagst, Rudi Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation. (English) Zbl 1484.91419 Math. Methods Oper. Res. 95, No. 1, 101-140 (2022). MSC: 91G10 49L20 PDF BibTeX XML Cite \textit{M. Escobar-Anel} et al., Math. Methods Oper. Res. 95, No. 1, 101--140 (2022; Zbl 1484.91419) Full Text: DOI OpenURL
Sass, Jörn; Westphal, Dorothee Robust utility maximizing strategies under model uncertainty and their convergence. (English) Zbl 1484.91439 Math. Financ. Econ. 16, No. 2, 367-397 (2022). MSC: 91G10 91B16 93E20 PDF BibTeX XML Cite \textit{J. Sass} and \textit{D. Westphal}, Math. Financ. Econ. 16, No. 2, 367--397 (2022; Zbl 1484.91439) Full Text: DOI OpenURL
Cohen, Asaf; Dolinsky, Yan A scaling limit for utility indifference prices in the discretised Bachelier model. (English) Zbl 1484.91472 Finance Stoch. 26, No. 2, 335-358 (2022). MSC: 91G20 60F15 PDF BibTeX XML Cite \textit{A. Cohen} and \textit{Y. Dolinsky}, Finance Stoch. 26, No. 2, 335--358 (2022; Zbl 1484.91472) Full Text: DOI OpenURL
Deng, Shuoqing; Li, Xun; Pham, Huyên; Yu, Xiang Optimal consumption with reference to past spending maximum. (English) Zbl 1484.91449 Finance Stoch. 26, No. 2, 217-266 (2022). MSC: 91G15 91B16 91B42 93E20 PDF BibTeX XML Cite \textit{S. Deng} et al., Finance Stoch. 26, No. 2, 217--266 (2022; Zbl 1484.91449) Full Text: DOI OpenURL
Kagan, Evgeny; Rybalov, Alexander Subjective trusts and prospects: some practical remarks on decision making with imperfect information. (English) Zbl 1485.90052 SN Oper. Res. Forum 3, No. 1, Paper No. 19, 24 p. (2022). MSC: 90B50 91B06 91B16 PDF BibTeX XML Cite \textit{E. Kagan} and \textit{A. Rybalov}, SN Oper. Res. Forum 3, No. 1, Paper No. 19, 24 p. (2022; Zbl 1485.90052) Full Text: DOI OpenURL
Matoussi, Anis; Mrad, Mohamed Dynamic utility and related nonlinear SPDEs driven by Lévy noise. (English) Zbl 1484.91459 Int. J. Theor. Appl. Finance 25, No. 1, Article ID 2250004, 45 p. (2022). MSC: 91G15 60H15 45K05 91G10 91B16 PDF BibTeX XML Cite \textit{A. Matoussi} and \textit{M. Mrad}, Int. J. Theor. Appl. Finance 25, No. 1, Article ID 2250004, 45 p. (2022; Zbl 1484.91459) Full Text: DOI OpenURL
Gómez, Fabio; Londoño, Jaime A. Optimal consumption, investment, and life insurance purchase: a state-dependent utilities approach. (English) Zbl 07494119 Int. J. Comput. Math. 99, No. 2, 185-203 (2022). MSC: 91G80 PDF BibTeX XML Cite \textit{F. Gómez} and \textit{J. A. Londoño}, Int. J. Comput. Math. 99, No. 2, 185--203 (2022; Zbl 07494119) Full Text: DOI OpenURL
Dam, Tien Thanh; Ta, Thuy Anh; Mai, Tien Submodularity and local search approaches for maximum capture problems under generalized extreme value models. (English) Zbl 07493225 Eur. J. Oper. Res. 300, No. 3, 953-965 (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{T. T. Dam} et al., Eur. J. Oper. Res. 300, No. 3, 953--965 (2022; Zbl 07493225) Full Text: DOI arXiv OpenURL
Dolinsky, Yan; Moshe, Shir Short communication: utility indifference pricing with high risk aversion and small linear price impact. (English) Zbl 1484.91473 SIAM J. Financ. Math. 13, No. 1, SC12-SC25 (2022). MSC: 91G20 60H30 PDF BibTeX XML Cite \textit{Y. Dolinsky} and \textit{S. Moshe}, SIAM J. Financ. Math. 13, No. 1, SC12-SC25 (2022; Zbl 1484.91473) Full Text: DOI arXiv OpenURL
Meghir, Costas; Mobarak, A. Mushfiq; Mommaerts, Corina; Morten, Melanie Migration and informal insurance: evidence from a randomized controlled trial and a structural model. (English) Zbl 1484.91399 Rev. Econ. Stud. 89, No. 1, 452-480 (2022). MSC: 91G05 91D25 91B16 PDF BibTeX XML Cite \textit{C. Meghir} et al., Rev. Econ. Stud. 89, No. 1, 452--480 (2022; Zbl 1484.91399) Full Text: DOI OpenURL
Holden, Stein T.; Tilahun, Mesfin Endowment effects in the risky investment game? (English) Zbl 1483.91082 Theory Decis. 92, No. 1, 259-274 (2022). MSC: 91B16 91A80 PDF BibTeX XML Cite \textit{S. T. Holden} and \textit{M. Tilahun}, Theory Decis. 92, No. 1, 259--274 (2022; Zbl 1483.91082) Full Text: DOI OpenURL
Verschoor, Arjan; D’Exelle, Ben Probability weighting for losses and for gains among smallholder farmers in Uganda. (English) Zbl 1484.91192 Theory Decis. 92, No. 1, 223-258 (2022). MSC: 91B16 91-05 PDF BibTeX XML Cite \textit{A. Verschoor} and \textit{B. D'Exelle}, Theory Decis. 92, No. 1, 223--258 (2022; Zbl 1484.91192) Full Text: DOI OpenURL
Asghariniya, Sedighe; Mehrabian, Saeid; Rezai, Hamed Zhiani Target setting: a generalized concept of centralized resource allocation. (English) Zbl 1482.91103 J. Math. Ext. 16, No. 2, Paper No. 9, 21 p. (2022). MSC: 91B32 90B50 PDF BibTeX XML Cite \textit{S. Asghariniya} et al., J. Math. Ext. 16, No. 2, Paper No. 9, 21 p. (2022; Zbl 1482.91103) Full Text: DOI OpenURL
van den Brink, René; Rusinowska, Agnieszka The degree measure as utility function over positions in graphs and digraphs. (English) Zbl 07487809 Eur. J. Oper. Res. 299, No. 3, 1033-1044 (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{R. van den Brink} and \textit{A. Rusinowska}, Eur. J. Oper. Res. 299, No. 3, 1033--1044 (2022; Zbl 07487809) Full Text: DOI OpenURL
Toffano, Federico; Garraffa, Michele; Lin, Yiqing; Prestwich, Steven; Simonis, Helmut; Wilson, Nic A multi-objective supplier selection framework based on user-preferences. (English) Zbl 07486118 Ann. Oper. Res. 308, No. 1-2, 609-640 (2022). MSC: 90B50 90B05 90B06 90C29 90C27 PDF BibTeX XML Cite \textit{F. Toffano} et al., Ann. Oper. Res. 308, No. 1--2, 609--640 (2022; Zbl 07486118) Full Text: DOI OpenURL
Kashaev, Nail; Aguiar, Victor H. Random rank-dependent expected utility. (English) Zbl 1484.91188 Games 13, No. 1, Paper No. 13, 10 p. (2022). MSC: 91B16 PDF BibTeX XML Cite \textit{N. Kashaev} and \textit{V. H. Aguiar}, Games 13, No. 1, Paper No. 13, 10 p. (2022; Zbl 1484.91188) Full Text: DOI arXiv OpenURL
Cherchye, Laurens; Demuynck, Thomas; De Rock, Bram; Freer, Mikhail Revealed preference analysis of expected utility maximization under prize-probability trade-offs. (English) Zbl 1485.91076 J. Math. Econ. 99, Article ID 102607, 13 p. (2022). MSC: 91B08 91B16 PDF BibTeX XML Cite \textit{L. Cherchye} et al., J. Math. Econ. 99, Article ID 102607, 13 p. (2022; Zbl 1485.91076) Full Text: DOI OpenURL
Bouchard, Bruno; Muhle-Karbe, Johannes Simple bounds for utility maximization with small transaction costs. (English) Zbl 1485.91218 Stochastic Processes Appl. 146, 98-113 (2022). MSC: 91G15 91B16 60H07 PDF BibTeX XML Cite \textit{B. Bouchard} and \textit{J. Muhle-Karbe}, Stochastic Processes Appl. 146, 98--113 (2022; Zbl 1485.91218) Full Text: DOI arXiv OpenURL
Vazirani, Vijay V. The general graph matching game: approximate core. (English) Zbl 1485.91014 Games Econ. Behav. 132, 478-486 (2022). MSC: 91A12 91A43 91B68 PDF BibTeX XML Cite \textit{V. V. Vazirani}, Games Econ. Behav. 132, 478--486 (2022; Zbl 1485.91014) Full Text: DOI arXiv OpenURL
Koo, Bonsoo; Pantelous, Athanasios A.; Wang, Yunxiao Novel utility-based life cycle models to optimise income in retirement. (English) Zbl 07479799 Eur. J. Oper. Res. 299, No. 1, 346-361 (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{B. Koo} et al., Eur. J. Oper. Res. 299, No. 1, 346--361 (2022; Zbl 07479799) Full Text: DOI OpenURL
Liu, Shan; Zhao, Hui; Rong, Ximin Time-consistent investment-reinsurance strategy with a defaultable security under ambiguous environment. (English) Zbl 07475164 J. Ind. Manag. Optim. 18, No. 2, 1185-1222 (2022). MSC: 93E20 91G80 91G10 PDF BibTeX XML Cite \textit{S. Liu} et al., J. Ind. Manag. Optim. 18, No. 2, 1185--1222 (2022; Zbl 07475164) Full Text: DOI OpenURL
Hosoya, Yuhki An axiom for concavifiable preferences in view of Alt’s theory. (English) Zbl 1483.91069 J. Math. Econ. 98, Article ID 102583, 11 p. (2022). MSC: 91B08 91B16 PDF BibTeX XML Cite \textit{Y. Hosoya}, J. Math. Econ. 98, Article ID 102583, 11 p. (2022; Zbl 1483.91069) Full Text: DOI arXiv OpenURL
Fouque, Jean-Pierre; Hu, Ruimeng; Sircar, Ronnie Sub- and supersolution approach to accuracy analysis of portfolio optimization asymptotics in multiscale stochastic factor markets. (English) Zbl 1483.91214 SIAM J. Financ. Math. 13, No. 1, 109-128 (2022). MSC: 91G10 93E20 60H30 35C20 PDF BibTeX XML Cite \textit{J.-P. Fouque} et al., SIAM J. Financ. Math. 13, No. 1, 109--128 (2022; Zbl 1483.91214) Full Text: DOI arXiv OpenURL
Liao, Yu-Hsien Axiomatic results and dynamic processes for two weighted indexes under fuzzy transferable-utility behavior. (English) Zbl 1483.91024 Numer. Algebra Control Optim. 12, No. 1, 1-14 (2022). MSC: 91A12 91A86 PDF BibTeX XML Cite \textit{Y.-H. Liao}, Numer. Algebra Control Optim. 12, No. 1, 1--14 (2022; Zbl 1483.91024) Full Text: DOI OpenURL
Zhu, Yichen; Escobar-Anel, Marcos Polynomial affine approach to HARA utility maximization with applications to OrnsteinUhlenbeck \(4/2\) models. (English) Zbl 07465280 Appl. Math. Comput. 418, Article ID 126836, 18 p. (2022). MSC: 49M25 49N90 60G99 91-08 91G10 PDF BibTeX XML Cite \textit{Y. Zhu} and \textit{M. Escobar-Anel}, Appl. Math. Comput. 418, Article ID 126836, 18 p. (2022; Zbl 07465280) Full Text: DOI OpenURL
Camilo-Garay, Carlos; Cavazos-Cadena, Rolando; Cruz-Suárez, Hugo Contractive approximations in risk-sensitive average semi-Markov decision chains on a finite state space. (English) Zbl 1484.90134 J. Optim. Theory Appl. 192, No. 1, 271-291 (2022). MSC: 90C40 PDF BibTeX XML Cite \textit{C. Camilo-Garay} et al., J. Optim. Theory Appl. 192, No. 1, 271--291 (2022; Zbl 1484.90134) Full Text: DOI OpenURL
Kang, Seongill The interactive dynamics of autonomous and heteronomous motives. (English) Zbl 1482.91090 Math. Soc. Sci. 115, 11-26 (2022). MSC: 91B16 91B08 PDF BibTeX XML Cite \textit{S. Kang}, Math. Soc. Sci. 115, 11--26 (2022; Zbl 1482.91090) Full Text: DOI OpenURL
Keenan, Donald C.; Snow, Arthur Reversibly greater downside risk aversion by a prudence-based measure. (English) Zbl 1480.91103 Econ. Lett. 210, Article ID 110188, 4 p. (2022). MSC: 91B16 PDF BibTeX XML Cite \textit{D. C. Keenan} and \textit{A. Snow}, Econ. Lett. 210, Article ID 110188, 4 p. (2022; Zbl 1480.91103) Full Text: DOI OpenURL
Balter, Anne G.; Chau, Ki Wai; Schweizer, Nikolaus Rabin’s calibration theorem revisited. (English) Zbl 1480.91100 Econ. Lett. 210, Article ID 110166, 5 p. (2022). MSC: 91B16 PDF BibTeX XML Cite \textit{A. G. Balter} et al., Econ. Lett. 210, Article ID 110166, 5 p. (2022; Zbl 1480.91100) Full Text: DOI OpenURL
Topcu, Taylan G.; Triantis, Konstantinos An ex-ante DEA method for representing contextual uncertainties and stakeholder risk preferences. (English) Zbl 1482.91074 Ann. Oper. Res. 309, No. 1, 395-423 (2022). MSC: 91B06 90B50 91B38 90C08 PDF BibTeX XML Cite \textit{T. G. Topcu} and \textit{K. Triantis}, Ann. Oper. Res. 309, No. 1, 395--423 (2022; Zbl 1482.91074) Full Text: DOI OpenURL
Geissel, S.; Graf, H.; Herbinger, J.; Seifried, F. T. Portfolio optimization with optimal expected utility risk measures. (English) Zbl 1482.91195 Ann. Oper. Res. 309, No. 1, 59-77 (2022). MSC: 91G10 93E20 91G70 62M10 PDF BibTeX XML Cite \textit{S. Geissel} et al., Ann. Oper. Res. 309, No. 1, 59--77 (2022; Zbl 1482.91195) Full Text: DOI OpenURL
Dominiak, Adam; Tserenjigmid, Gerelt Ambiguity under growing awareness. (English) Zbl 1481.91056 J. Econ. Theory 199, Article ID 105256, 37 p. (2022). MSC: 91B06 PDF BibTeX XML Cite \textit{A. Dominiak} and \textit{G. Tserenjigmid}, J. Econ. Theory 199, Article ID 105256, 37 p. (2022; Zbl 1481.91056) Full Text: DOI OpenURL
Luo, Yulei; Nie, Jun; Wang, Haijun Ignorance, pervasive uncertainty, and household finance. (English) Zbl 1481.91107 J. Econ. Theory 199, Article ID 105204, 34 p. (2022). MSC: 91B42 91B16 91G10 PDF BibTeX XML Cite \textit{Y. Luo} et al., J. Econ. Theory 199, Article ID 105204, 34 p. (2022; Zbl 1481.91107) Full Text: DOI OpenURL
Grant, Simon; Rich, Patricia; Stecher, Jack Bayes and Hurwicz without Bernoulli. (English) Zbl 1481.91059 J. Econ. Theory 199, Article ID 105027, 25 p. (2022). MSC: 91B06 91B16 PDF BibTeX XML Cite \textit{S. Grant} et al., J. Econ. Theory 199, Article ID 105027, 25 p. (2022; Zbl 1481.91059) Full Text: DOI OpenURL
Amendola, Giovanni; Greco, Gianluigi; Veltri, Pierfrancesco Answers set programs for non-transferable utility games: expressiveness, complexity and applications. (English) Zbl 1478.68380 Artif. Intell. 302, Article ID 103606, 44 p. (2022). MSC: 68T42 68N17 68Q25 68T30 91A12 91A30 PDF BibTeX XML Cite \textit{G. Amendola} et al., Artif. Intell. 302, Article ID 103606, 44 p. (2022; Zbl 1478.68380) Full Text: DOI OpenURL
Lu, Xiaoping; Yan, Dong; Zhu, Song-Ping Optimal exercise of American puts with transaction costs under utility maximization. (English) Zbl 07428243 Appl. Math. Comput. 415, Article ID 126684, 16 p. (2022). MSC: 91Gxx 91Bxx 35Kxx PDF BibTeX XML Cite \textit{X. Lu} et al., Appl. Math. Comput. 415, Article ID 126684, 16 p. (2022; Zbl 07428243) Full Text: DOI OpenURL
Kopa, Miloš; Kabašinskas, Audrius; Šutienė, Kristina A stochastic dominance approach to pension-fund selection. (English) Zbl 07427790 IMA J. Manag. Math. 33, No. 1, 139-160 (2022). MSC: 90-XX 91-XX PDF BibTeX XML Cite \textit{M. Kopa} et al., IMA J. Manag. Math. 33, No. 1, 139--160 (2022; Zbl 07427790) Full Text: DOI OpenURL
Kamma, Thijs; Pelsser, Antoon Near-optimal asset allocation in financial markets with trading constraints. (English) Zbl 07422932 Eur. J. Oper. Res. 297, No. 2, 766-781 (2022). MSC: 91G10 60H30 93E20 PDF BibTeX XML Cite \textit{T. Kamma} and \textit{A. Pelsser}, Eur. J. Oper. Res. 297, No. 2, 766--781 (2022; Zbl 07422932) Full Text: DOI OpenURL
Harris, Richard D. F.; Mazibas, Murat Portfolio optimization with behavioural preferences and investor memory. (English) Zbl 07421379 Eur. J. Oper. Res. 296, No. 1, 368-387 (2022). MSC: 91G10 91B16 PDF BibTeX XML Cite \textit{R. D. F. Harris} and \textit{M. Mazibas}, Eur. J. Oper. Res. 296, No. 1, 368--387 (2022; Zbl 07421379) Full Text: DOI OpenURL
Yang, Yin; Nong, Qingqin; Gong, Suning; Du, Jingwen; Liang, Yumei The Price of Anarchy of generic valid utility systems. (English) Zbl 07550527 Du, Ding-Zhu (ed.) et al., Combinatorial optimization and applications. 15th international conference, COCOA 2021, Tianjin, China, December 17–19, 2021. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 13135, 224-233 (2021). MSC: 68T20 90C27 PDF BibTeX XML Cite \textit{Y. Yang} et al., Lect. Notes Comput. Sci. 13135, 224--233 (2021; Zbl 07550527) Full Text: DOI OpenURL
Li, Yan; Mi, Hui Portfolio optimization under safety first expected utility with nonlinear probability distortion. (English) Zbl 07534494 Chaos Solitons Fractals 147, Article ID 110917, 18 p. (2021). MSC: 91G10 PDF BibTeX XML Cite \textit{Y. Li} and \textit{H. Mi}, Chaos Solitons Fractals 147, Article ID 110917, 18 p. (2021; Zbl 07534494) Full Text: DOI OpenURL
Wang, Peiqi; Rong, Ximin; Zhao, Hui; Wang, Yajie Robust optimal insurance and investment strategies for the government and the insurance company under mispricing phenomenon. (English) Zbl 07532933 Commun. Stat., Theory Methods 50, No. 4, 993-1017 (2021). MSC: 91G10 62-XX PDF BibTeX XML Cite \textit{P. Wang} et al., Commun. Stat., Theory Methods 50, No. 4, 993--1017 (2021; Zbl 07532933) Full Text: DOI OpenURL
Liu, Jinping; Xu, Xiuli; Wang, Shuo; Yue, Dequan Equilibrium analysis of the fluid model with two types of parallel customers and breakdowns. (English) Zbl 07532228 Commun. Stat., Theory Methods 50, No. 24, 5792-5805 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{J. Liu} et al., Commun. Stat., Theory Methods 50, No. 24, 5792--5805 (2021; Zbl 07532228) Full Text: DOI OpenURL
Mi, Hui; Li, Lei; Zhu, Quanxin Optimal investment problem with complete memory on an infinite time horizon. (English) Zbl 07532145 Commun. Stat., Theory Methods 50, No. 3, 711-724 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{H. Mi} et al., Commun. Stat., Theory Methods 50, No. 3, 711--724 (2021; Zbl 07532145) Full Text: DOI OpenURL
Yan, Xingyu; Zhang, Yiying; Zhao, Peng Standby redundancies at component level versus system level in series system. (English) Zbl 07532133 Commun. Stat., Theory Methods 50, No. 2, 473-485 (2021). MSC: 91B16 91B30 60E15 62-XX PDF BibTeX XML Cite \textit{X. Yan} et al., Commun. Stat., Theory Methods 50, No. 2, 473--485 (2021; Zbl 07532133) Full Text: DOI OpenURL
Han, Xixian; Liu, Xianmin; Li, Jianzhong; Gao, Hong Efficient top-\(k\) high utility itemset mining on massive data. (English) Zbl 1484.68211 Inf. Sci. 557, 382-406 (2021). MSC: 68T09 62R07 PDF BibTeX XML Cite \textit{X. Han} et al., Inf. Sci. 557, 382--406 (2021; Zbl 1484.68211) Full Text: DOI OpenURL