Constructing a quasi-concave quadratic objective function from interviewing a decision maker

@article{Tangian2002ConstructingAQ,
  title={Constructing a quasi-concave quadratic objective function from interviewing a decision maker},
  author={A. Tangian},
  journal={Eur. J. Oper. Res.},
  year={2002},
  volume={141},
  pages={608-640}
}
  • A. Tangian
  • Published 2002
  • Mathematics, Computer Science
  • Eur. J. Oper. Res.
Abstract A model for constructing quadratic objective functions (=utility functions) from interviewing a decision maker is considered. The interview is designed to guarantee a unique non-trivial output of the model and to enable estimating both cardinal and ordinal utility, depending on interview scenarios. The model is provided with operational restrictions for the monotonicity of the objective function (=either only growth, or only decrease in every variable) and its quasi-concavity… Expand
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