Luigi Montrucchio

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Kantorovich distance on finite metric spaces: Arens-Eells norm and CUT norms
Information Geometry
2022-07-20Paper
On the equality of Clarke and Greenberg-Pierskalla differentials2022-05-09Paper
A note on rational inattention and rate distortion theory
Decisions in Economics and Finance
2020-07-08Paper
Unique Tarski Fixed Points
Mathematics of Operations Research
2020-04-30Paper
Commutativity, comonotonicity, and Choquet integration of self-adjoint operators
Reviews in Mathematical Physics
2019-07-31Paper
A class of non-parametric deformed exponential statistical models
Geometric Structures of Information
2019-07-10Paper
Kantorovich distance on a finite metric space2019-05-18Paper
Wasserstein Riemannian geometry of Gaussian densities
Information Geometry
2019-01-28Paper
Deformed exponential bundle: the linear growth case2018-01-12Paper
Choquet integration on Riesz spaces and dual comonotonicity
Transactions of the American Mathematical Society
2015-11-03Paper
Classical subjective expected utility
Proceedings of the National Academy of Sciences
2014-07-25Paper
Ambiguity and robust statistics
Journal of Economic Theory
2014-04-23Paper
Probabilistic sophistication, second order stochastic dominance and uncertainty aversion
Journal of Mathematical Economics
2012-10-22Paper
Complete monotone quasiconcave duality
Mathematics of Operations Research
2012-05-24Paper
Finitely well-positioned sets2012-03-05Paper
RISK MEASURES: RATIONALITY AND DIVERSIFICATION
Mathematical Finance
2011-11-21Paper
Signed integral representations of comonotonic additive functionals
Journal of Mathematical Analysis and Applications
2011-10-24Paper
Uncertainty averse preferences
Journal of Economic Theory
2011-08-16Paper
Necessary and Sufficient Conditions for Optima in Reflexive Spaces
SIAM Journal on Optimization
2011-06-06Paper
Unique solutions for stochastic recursive utilities
Journal of Economic Theory
2010-09-30Paper
The bargaining set of a large game
Economic Theory
2010-05-17Paper
On concavity and supermodularity
Journal of Mathematical Analysis and Applications
2008-06-17Paper
Refinement Derivatives and Values of Games
Mathematics of Operations Research
2008-05-27Paper
Large newsvendor games
Games and Economic Behavior
2007-04-19Paper
Cores of non-atomic market games
International Journal of Game Theory
2006-11-07Paper
Ultramodular Functions
Mathematics of Operations Research
2005-11-11Paper
Stable cores of large games
International Journal of Game Theory
2005-08-17Paper
Cass transversality condition and sequential asset bubbles
Economic Theory
2005-02-11Paper
A characterization of the core of convex games through Gâteaux derivatives
Journal of Economic Theory
2004-08-20Paper
The nature of the steady state in models of optimal growth under uncertainty
Economic Theory
2004-02-05Paper
Optimality conditions and bubbles in sequential economies and bounded relative risk-aversion
Decisions in Economics and Finance
2003-08-06Paper
Subcalculus for set functions and cores of TU games.
Journal of Mathematical Economics
2003-06-25Paper
On fragility of bubbles in equilibrium asset pricing models of Lucas-type
Journal of Economic Theory
2002-02-20Paper
Fractal steady states in stochastic optimal control models
Annals of Operations Research
1999-12-02Paper
On Lipschitz continuity of policy functions in continuous-time optimal growth models
Economic Theory
1999-10-05Paper
Neighborhood turnpike theorem for continuous-time optimization models
Journal of Optimization Theory and Applications
1999-09-12Paper
Topological entropy of policy functions in concave dynamic optimization models
Journal of Mathematical Economics
1997-05-20Paper
A turnpike theorem for continuous-time optimal-control models
Journal of Economic Dynamics and Control
1997-02-28Paper
Risk aversion in the small and Jensen inequalities
Rivista di Matematica per le Scienze Economiche e Sociali
1997-02-04Paper
The neighbourhood turnpike property for continuous-time optimal growth models
Ricerche Economiche
1995-10-09Paper
A new turnpike theorem for discounted programs
Economic Theory
1995-07-13Paper
Acyclicity and dynamic stability: Generalizations and applications
Journal of Economic Theory
1995-07-03Paper
scientific article; zbMATH DE number 509207 (Why is no real title available?)1994-09-26Paper
scientific article; zbMATH DE number 509206 (Why is no real title available?)1994-05-30Paper
Dynamic complexity of optimal paths and discount factors for strongly concave problems
Journal of Optimization Theory and Applications
1994-04-27Paper
A note on Shiu-Fisher-Weil immunization theorem
Insurance Mathematics & Economics
1992-06-28Paper
scientific article; zbMATH DE number 4174625 (Why is no real title available?)1990-01-01Paper
scientific article; zbMATH DE number 4072662 (Why is no real title available?)1988-01-01Paper
Acyclicity and Stability for Intertemporal Optimization Models
International Economic Review
1988-01-01Paper
Lipschitz continuous policy functions for strongly concave optimization problems
Journal of Mathematical Economics
1987-01-01Paper
Dynamic complexity in duopoly games
Journal of Economic Theory
1986-01-01Paper
On the indeterminacy of capital accumulation paths
Journal of Economic Theory
1986-01-01Paper
Optimal decisions over time and strange attractors: an analysis by the Bellman principle
Mathematical Modelling
1986-01-01Paper
Some new mathematical methods in dynamic programming over infinite horizon
Rivista di Matematica per le Scienze Economiche e Sociali
1986-01-01Paper
scientific article; zbMATH DE number 3876875 (Why is no real title available?)1984-01-01Paper
scientific article; zbMATH DE number 3950161 (Why is no real title available?)1984-01-01Paper
scientific article; zbMATH DE number 3827536 (Why is no real title available?)1983-01-01Paper
Some mathematical aspects of the political business cycle
Journal of Optimization Theory and Applications
1982-01-01Paper
scientific article; zbMATH DE number 3837716 (Why is no real title available?)1982-01-01Paper
scientific article; zbMATH DE number 3856777 (Why is no real title available?)1982-01-01Paper
Su un sistema a parametri aleatori
Metron
1978-01-01Paper
Affine Gateaux Differentials and the von Mises Statistical Calculus
(available as arXiv preprint)
N/APaper


Research outcomes over time


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