Expected utility without bounds -- a simple proof

DOI10.1016/J.JMATECO.2013.12.011MaRDI QIDQ2452225zbMATH OpenOpenAlexFDO

Authors David Dillenberger, R. Vijay Krishna

Publication date 2 June 2014

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

Full work available at URL https://doi.org/10.1016/j.jmateco.2013.12.011

zbMATH Keywords

unbounded continuous utilityweight/growth function

Mathematics Subject Classification ID

Utility theory (91B16)

Cites work

• A Pseudo-Metric Space of Probability Measures and the Existence of Measurable Utility
• An Axiomatic Approach to Measurable Utility
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• Stochastic finance. An introduction in discrete time
• Unbounded expected utility
• Unbounded Utility Functions in Expected Utility Theory

Cited in

(5)

• A simple proof of a basic result in nonexpected utility theory
• A novel version of the TODIM method based on the exponential model of prospect theory: the ExpTODIM method
• Von Neumann-Morgenstern axioms of rationality and inequalities in analysis
• Limit orders and Knightian uncertainty
• A note on the continuity of expected utility functions

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