Least concave utility functions
From MaRDI portal
Publication:1239678
DOI10.1016/0304-4068(76)90020-3zbMath0361.90007OpenAlexW2018834115WikidataQ56287123 ScholiaQ56287123MaRDI QIDQ1239678
Publication date: 1976
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4068(76)90020-3
Related Items
Expected utility theory and inner and outer measures of loss aversion, On quasiconvex functions which are convexifiable or not, An existence result and a characterization of the least concave utility of homothetic preferences, Violation of the law of demand, Demand properties of concavifiable preferences, Well behaved asymptotical convex functions, Measures of risk aversion with many commodities, Vertical product differentiation can imply the Friedman-Savage utility function, The ALEP definition of complementarity and least concave utility functions, Risk neutrality regions, Multivariate decision-making under risk aversion, Remarks on the game-theoretic analysis of a simple distribution of surplus problem, The origins of quasi-concavity: a development between mathematics and economics., Relaxations of factorable functions with convex-transformable intermediates, Non-standard concave utility functions, Dominance conditions in non-additive expected utility theory, Condition numbers and error bounds in convex programming, Price uncertainty, saving, and welfare, An existence result and a characterization of the least concave utility of quasi-linear preferences, The nonconcavity of money-metric utility: a new formulation and proof, Concavifiability and constructions of concave utility functions, Nice demand and concavifiable smooth preferences: Determinateness of a utility function, An algorithm for a piecewise linear model of trade and production with negative prices and bankruptcy, An axiom for concavifiable preferences in view of Alt's theory, Risk aversion and the elasticity of substitution in general dynamic portfolio theory: consistent planning by forward looking, expected utility maximizing investors, Multivariate decision-making, Some research directions in mathematical economics, Disentangling intertemporal substitution and risk aversion under the expected utility theorem, On the convexification of nonlinear programming problems: An applications-oriented survey
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Über konvexe Funktionen mit vorgeschriebenen Niveaumannigfaltigkeiten
- Approximation of convex preferences
- Sulle stratificazioni convesse
- Von Neumann-Morgenstern solutions to cooperative games without side payments
- Risk Aversion in the Small and in the Large
- The Core of an N Person Game
- An Axiomatic Approach to Measurable Utility
