We consider the robust exponential utility maximization problem in discrete time: An investor maximizes the worst case expected exponential utility with respect to a family of nondominated ...

This is a preview. Log in through your library . Abstract This paper shows how the problem of predicting traveler behavior may be approached in terms of economic utility theory. A general utility ...

Lundy, Taylor, Alexander Wei, Hu Fu, Scott Duke Kominers, and Kevin Leyton-Brown. "Allocation for Social Good: Auditing Mechanisms for Utility Maximization." Proceedings of the ACM Conference on ...

While economic textbooks have long relied on a utility-maximization model of economic decision-making, Robert J. Shiller and other behavioral economists continue to demonstrate that human behavior is ...