Proceedings of the 7th international joint conference on Autonomous agents and multiagent systems - Volume 1
Risk-sensitive planning with one-switch utility functions: value iteration
AAAI'05 Proceedings of the 20th national conference on Artificial intelligence - Volume 2
Multiattribute Utility Satisfying a Preference for Combining Good with Bad
Management Science
Sensitivity Analysis of Risk Tolerance
Decision Analysis
Multiattribute One-Switch Utility
Management Science
Towards a bridge between cost and wealth in risk-aware planning
Applied Intelligence
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The linear plus exponential utility function has received increasing attention of late as a particularly attractive family for evaluating additive gambles for wealth. In addition to its ability to reflect increasing appreciation for money, risk aversion, and decreasing risk aversion, it is consistent with a risk-return representation in which return is measured by expected value. In this paper we present a new condition, strong one-switch, that characterizes the linear plus exponential family.