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Decision theory does not traditionally include uncertainty over utility functions. We argue that the a person's utility value for a given outcome can be treated as we treat other domain attributes: as a random variable with a density…

Artificial Intelligence · Computer Science 2013-01-18 Urszula Chajewska , Daphne Koller

Many fairness criteria constrain the policy or choice of predictors, which can have unwanted consequences, in particular, when optimizing the policy under such constraints. Here, we advocate to instead focus on the utility function the…

Machine Learning · Statistics 2025-03-19 Frederik Hytting Jørgensen , Sebastian Weichwald , Jonas Peters

A model for decision making that generalizes Expected Utility Maximization is presented. This model, Expected Qualitative Utility Maximization, encompasses the Maximin criterion. It relaxes both the Independence and the Continuity…

Computer Science and Game Theory · Computer Science 2007-05-23 Daniel Lehmann

We consider social welfare functions when the preferences of individual agents and society maximize subjective expected utility in the tradition of Savage. A system of axioms is introduced whose unique solution is the social welfare…

Theoretical Economics · Economics 2021-08-12 Florian Brandl

We consider the problem of rate and power allocation in a fading multiple-access channel. Our objective is to obtain rate and power allocation policies that maximize a utility function defined over average transmission rates. In contrast…

Information Theory · Computer Science 2008-10-08 Ali ParandehGheibi , Atilla Eryilmaz , Asuman Ozdaglar , Muriel Medard

The maximum entropy principle can be used to assign utility values when only partial information is available about the decision maker's preferences. In order to obtain such utility values it is necessary to establish an analogy between…

Statistical Finance · Quantitative Finance 2009-11-13 Andreia Dionisio , A. Heitor Reis

We consider the egalitarian welfare aspects of random assignment mechanisms when agents have unrestricted cardinal utilities over the objects. We give bounds on how well different random assignment mechanisms approximate the optimal…

Computer Science and Game Theory · Computer Science 2015-07-27 Haris Aziz , Jiashu Chen , Aris Filos-Ratsikas , Simon Mackenzie , Nicholas Mattei

Medical "Crisis Standards of Care" call for a utilitarian allocation of scarce resources in emergencies, while favoring the worst-off under normal conditions. Inspired by such triage rules, we introduce social welfare functions whose…

Theoretical Economics · Economics 2026-03-31 Federico Echenique , Teddy Mekonnen , M. Bumin Yenmez

In this work we generalize standard Decision Theory by assuming that two outcomes can also be incomparable. Two motivating scenarios show how incomparability may be helpful to represent those situations where, due to lack of information,…

Computer Science and Game Theory · Computer Science 2014-04-04 Piero A. Bonatti , Marco Faella , Luigi Sauro

We study reasoning with existential rules to perform query answering over streams of data. On static databases, this problem has been widely studied, but its extension to rapidly changing data has not yet been considered. To bridge this…

Artificial Intelligence · Computer Science 2022-05-05 Jacopo Urbani , Markus Krötzsch , Thomas Eiter

We study the subtlety of optimal paternalism when a utilitarian planner has the power to design a discrete choice set for a heterogeneous population with bounded rationality. We first consider the planning problem in abstraction. We show…

Econometrics · Economics 2026-01-23 Charles F. Manski , Eytan Sheshinski

We study the dual formulation of the utility maximization problem in incomplete markets when the utility function is finitely valued on the whole real line. We extend the existing results in this literature in two directions. First, we…

Probability · Mathematics 2008-12-10 B. Bouchard , N. Touzi , A. Zeghal

We consider a sequence of repeated interactions between an agent and an environment. Uncertainty about the environment is captured by a probability distribution over a space of hypotheses, which includes all computable functions. Given a…

Artificial Intelligence · Computer Science 2009-12-02 Peter de Blanc

Expected Utility: Algebraic Expected Utility In this paper, we provide two axiomatizations of algebraic expected utility, which is a particular generalized expected utility, in a von Neumann-Morgenstern setting, i.e. uncertainty…

Artificial Intelligence · Computer Science 2012-07-02 Paul Weng

Standard optimal growth models implicitly impose a ``perpetual existence'' constraint, which can ethically justify infinite misery in stagnant economies. This paper investigates the optimal longevity of a dynasty within a Critical-Level…

General Economics · Economics 2026-02-24 Satoshi Nakano , Kazuhiko Nishimura

We propose a continuous-time nonlinear model of opinion dynamics with utility-maximizing agents connected via a social influence network. A distinguishing feature of the proposed model is the inclusion of an opinion-dependent…

Systems and Control · Electrical Eng. & Systems 2024-11-12 Prashil Wankhede , Nirabhra Mandal , Sonia Martínez , Pavankumar Tallapragada

According to the proportional allocation mechanism from the network optimization literature, users compete for a divisible resource -- such as bandwidth -- by submitting bids. The mechanism allocates to each user a fraction of the resource…

Computer Science and Game Theory · Computer Science 2014-02-17 Ioannis Caragiannis , Alexandros A. Voudouris

We introduce a linear space of finitely additive measures to treat the problem of optimal expected utility from consumption under a stochastic clock and an unbounded random endowment process. In this way we establish existence and…

Probability · Mathematics 2008-12-10 Gordan Zitkovic

Border's theorem gives an intuitive linear characterization of the feasible interim allocation rules of a Bayesian single-item environment, and it has several applications in economic and algorithmic mechanism design. All known…

Computer Science and Game Theory · Computer Science 2015-04-30 Parikshit Gopalan , Noam Nisan , Tim Roughgarden

Harsanyi (1955) showed that the only way to aggregate individual preferences into a social preference which satisfies certain desirable properties is ``utilitarianism'', whereby the social utility function is a weighted average of…

Theoretical Economics · Economics 2024-11-05 Federico Echenique , Quitzé Valenzuela-Stookey