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A utility based approach to energy hedging

โœ Scribed by John Cotter; Jim Hanly


Book ID
113601195
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
974 KB
Volume
34
Category
Article
ISSN
0140-9883

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Utility transversality: a value-based ap
โœ James E. Matheson; Ali E. Abbas ๐Ÿ“‚ Article ๐Ÿ“… 2005 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 163 KB

## Abstract We examine multiattribute decision problems where a value function is specified over the attributes of a decision problem, as is typically done in the deterministic phase of a decision analysis. When uncertainty is present, a utility function is assigned over the value function to repre