On concave functions over lotteries

DOI10.1016/j.jmateco.2023.102936OpenAlexW4390052535MaRDI QIDQ6146459

Roberto Corrao, David K. Levine, Drew Fudenberg

Publication date: 5 February 2024

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2023.102936

zbMATH Keywords

concave functionsconcaveadversarial representations

Mathematics Subject Classification ID

Utility theory (91B16)

Cites Work

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• Scalarization methods and expected multi-utility representations
• A nonsmooth approach to nonexpected utility theory under risk
• Temporal risk and the nature of induced preferences
• Maxmin under risk
• Dynamic Mixture-Averse Preferences
• Randomization and Ambiguity Aversion
• Topological Vector Spaces and Their Applications
• Convex Analysis

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