Risk averse submodular utility maximization
نویسندگان
چکیده
منابع مشابه
A test for risk-averse expected utility
We provide a condition for rationalizability by risk-averse expected utility preference in a demand-based framework with multiple commodities, which is a UNCAF statement in the sense of Chambers et al. (2014). Our test can be viewed as a natural counterpart of a classical test of expected utility, due to Fishburn (1975), in a demand setting.
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ژورنال
عنوان ژورنال: Operations Research Letters
سال: 2015
ISSN: 0167-6377
DOI: 10.1016/j.orl.2015.08.001