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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. 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 ...

  4. Mathematical optimization - Wikipedia

    en.wikipedia.org/wiki/Mathematical_optimization

    In microeconomics, the utility maximization problem and its dual problem, the expenditure minimization problem, are economic optimization problems. Insofar as they behave consistently, consumers are assumed to maximize their utility , while firms are usually assumed to maximize their profit .

  5. Microeconomics - Wikipedia

    en.wikipedia.org/wiki/Microeconomics

    The utility maximization problem is a constrained optimization problem in which an individual seeks to maximize utility subject to a budget constraint. Economists use the extreme value theorem to guarantee that a solution to the utility maximization problem exists. That is, since the budget constraint is both bounded and closed, a solution to ...

  6. Optimal decision - Wikipedia

    en.wikipedia.org/wiki/Optimal_decision

    The problem of finding the optimal decision is a mathematical optimization problem. In practice, few people verify that their decisions are optimal, but instead use heuristics and rules of thumb to make decisions that are "good enough"—that is, they engage in satisficing .

  7. Expected utility hypothesis - Wikipedia

    en.wikipedia.org/wiki/Expected_utility_hypothesis

    Standard utility functions represent ordinal preferences. The expected utility hypothesis imposes limitations on the utility function and makes utility cardinal (though still not comparable across individuals). Although the expected utility hypothesis is standard in economic modeling, it is violated in psychological experiments.

  8. Welfare maximization - Wikipedia

    en.wikipedia.org/wiki/Welfare_maximization

    The welfare maximization problem is an optimization problem studied in economics and computer science.Its goal is to partition a set of items among agents with different utility functions, such that the welfare – defined as the sum of the agents' utilities – is as high as possible.

  9. Integrability of demand - Wikipedia

    en.wikipedia.org/wiki/Integrability_of_demand

    Proof: if the first two conditions (homogeneity of degree zero and Walras' Law) are met, then duality between the expenditure minimization problem and the utility maximization problem tells us that (,) = (, (,))