Choquet representability of submodular functions

DOI10.1007/S10107-016-1074-7MaRDI QIDQ2413102zbMATH OpenOpenAlexFDO

Authors Alain Chateauneuf, Bernard Cornet

Publication date 6 April 2018

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10107-016-1074-7

zbMATH Keywords

Choquet representabilitysubmodular functional

Mathematics Subject Classification ID

Contents, measures, outer measures, capacities (28A12) Decision theory (91B06)

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Cites work

• A characterization of the core of convex games through Gâteaux derivatives
• Convex Analysis
• Cores of convex games
• scientific article; zbMATH DE number 3816010 (Why is no real title available?)
• scientific article; zbMATH DE number 1351867 (Why is no real title available?)
• Integral Representation Without Additivity
• Non-additive measure and integral
• On concavity and supermodularity
• Robust Statistics
• Séminaire de probabilités. V. Université de Strasbourg
• Subjective Probability and Expected Utility without Additivity
• The (sub/super)additivity assertion of Choquet
• Theory of capacities
• Values of Non-Atomic Games

Cited in

(14)

• The minimum degree of recursively representable choice functions
• Approximation of choice functions with a constrained set of presentations
• Lower probabilities and function representation
• Submodular financial markets with frictions
• The risk-neutral non-additive probability with market frictions
• Substitutable choice functions and convex geometry
• The structural characteristics of Choquet functionals
• On monotone, sublinear, dominated functionals on the space of measurable functions
• Canonical Representation of Set Functions
• THE SET OF PRIORS IN THE REPRESENTATION OF CHOQUET EXPECTATION WHEN A CAPACITY IS SUBMODULAR
• Elementary proof of representation of submodular function as supremum of measures on -algebra with totally ordered generating class
• Put-call parities, absence of arbitrage opportunities, and nonlinear pricing rules
• Characterizing arbitrage-free Choquet pricing
• Pricing rules with market frictions: an axiomatic approach

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