Complete Monotone Quasiconcave Duality

• 成果类型: Article
• 署名作者: Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, Massimo; Montrucchio, Luigi
• 署名单位: Bocconi University; Bocconi University; University of Turin; University of Turin; Collegio Carlo Alberto
• 刊物名称: MATHEMATICS OF OPERATIONS RESEARCH
• ISSN/ISSBN: 0364-765X
• DOI: 10.1287/moor.1110.0483
• 发表日期: 2011
• 页码: 321-339
• 关键词: indirect utility-functions; convex

摘要

We introduce a notion of complete monotone quasiconcave duality, motivated by some economic applications. We show that this duality holds for important classes of quasiconcave functions.