Laurence Carassus, Miklós Rásonyi, Maximization of Nonconcave Utility Functions in Discrete-Time Financial Market Models, Mathematics of Operations Research, Vol. 41, No. 1 (February 2016), pp.

Hyperbolic Absolute Risk Aversion (HARA) describes a family of utility functions where individuals' tolerance for risk is proportional to their wealth level. HARA utility functions provide a ...

The construction of a multiattribute utility function is an important step in decision analysis. One of the most widely used conditions for constructing the utility function is the assumption of ...

AI is rapidly becoming a utility function much like electricity and water. I challenge you to do something today that does not leverage AI and machine learning.