文献类型：期刊文献

英文题名：Multiattribute Utility Functions Satisfying Mutual Preferential Independence

作者：Abbas, Ali E.[1,2,3];Sun, Zhengwei[4]

机构：[1]Univ So Calif, Viterbi Sch Engn, Epstein Dept Ind & Syst Engn, Los Angeles, CA 90089 USA;[2]Univ So Calif, Viterbi Sch Engn, Dept Publ Policy, Los Angeles, CA 90089 USA;[3]Univ So Calif, Price Sch Publ Policy, Los Angeles, CA 90089 USA;[4]E China Univ Sci & Technol, Dept Management Sci & Engn, Shanghai 200237, Peoples R China

年份：2015

卷号：63

期号：2

起止页码：378

外文期刊名：OPERATIONS RESEARCH

收录：;EI(收录号：20151600749573);WOS:【SSCI(收录号:WOS:000352821400011)，SCI-EXPANDED(收录号:WOS:000352821400011)】；

基金：The authors thank the editor, associate editor, and three anonymous referees for their comments on content and exposition. This work was supported by the National Science Foundation awards [SES 08-46417, CMMI 12-58482, and CMMI 13-01150].

语种：英文

外文关键词：Economic and social effects - Decision making

摘要：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 mutual preferential independence where trade-offs among any subset of the attributes do not depend on the instantiations of the remaining attributes. Mutual preferential independence asserts that ordinal preferences can be represented by an additive function of the attributes. This paper derives the most general form of a multiattribute utility function that (i) exhibits mutual preferential independence and (ii) is strictly increasing with each argument at the maximum value of the complement attributes. We show that a multiattribute utility function satisfies these two conditions if and only if it is an Archimedean combination of univariate utility assessments. This result enables the construction of multiattribute utility functions that satisfy additive ordinal preferences using univariate utility assessments and a single generating function. We also provide a nonparametric approach for estimating the generating function of the Archimedean form by iteration.