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  2. Utility maximization problem - Wikipedia

    en.wikipedia.org/wiki/Utility_maximization_problem

    Finding (,) is the utility maximization problem. If u is continuous and no commodities are free of charge, then x ( p , I ) {\displaystyle x(p,I)} exists, [ 4 ] but it is not necessarily unique. If the preferences of the consumer are complete, transitive and strictly convex then the demand of the consumer contains a unique maximiser for all ...

  3. Expected utility hypothesis - Wikipedia

    en.wikipedia.org/wiki/Expected_utility_hypothesis

    A decision that maximizes expected utility also maximizes the probability of the decision's consequences being preferable to some uncertain threshold. [18] In the absence of uncertainty about the threshold, expected utility maximization simplifies to maximizing the probability of achieving some fixed target.

  4. Pascal's mugging - Wikipedia

    en.wikipedia.org/wiki/Pascal's_mugging

    In philosophy, Pascal's mugging is a thought experiment demonstrating a problem in expected utility maximization. A rational agent should choose actions whose outcomes, when weighted by their probability, have higher utility. But some very unlikely outcomes may have very great utilities, and these utilities can grow faster than the probability ...

  5. Marshallian demand function - Wikipedia

    en.wikipedia.org/wiki/Marshallian_demand_function

    In some cases, there is a unique utility-maximizing bundle for each price and income situation; then, (,) is a function and it is called the Marshallian demand function. If the consumer has strictly convex preferences and the prices of all goods are strictly positive, then there is a unique utility-maximizing bundle.

  6. Neoclassical economics - Wikipedia

    en.wikipedia.org/wiki/Neoclassical_economics

    According to this line of thought, the value of a good or service is determined through a hypothetical maximization of utility by income-constrained individuals and of profits by firms facing production costs and employing available information and factors of production. This approach has often been justified by appealing to rational choice theory.

  7. Von Neumann–Morgenstern utility theorem - Wikipedia

    en.wikipedia.org/wiki/Von_Neumann–Morgenstern...

    In decision theory, the von Neumann–Morgenstern (VNM) utility theorem demonstrates that rational choice under uncertainty involves making decisions that take the form of maximizing the expected value of some cardinal utility function. This function is known as the von Neumann–Morgenstern utility function.

  8. Leontief utilities - Wikipedia

    en.wikipedia.org/wiki/Leontief_Utilities

    Hence, his utility is (,). In a cloud computing environment, there is a large server that runs many different tasks. Suppose a certain type of a task requires 2 CPUs, 3 gigabytes of memory and 4 gigabytes of disk-space to complete. The utility of the user is equal to the number of completed tasks.

  9. Slutsky equation - Wikipedia

    en.wikipedia.org/wiki/Slutsky_equation

    While there are several ways to derive the Slutsky equation, the following method is likely the simplest. Begin by noting the identity (,) = (, (,)) where (,) is the expenditure function, and u is the utility obtained by maximizing utility given p and w.