Differentiability, comparative statics, and non-expected utility preference

DOI10.1016/0022-0531(92)90084-UMaRDI QIDQ1190245zbMATH OpenFDO

Authors Chew Soo Hong, N. Nishimura

Publication date 27 September 1992

Published in Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-0531(92)90084-U

zbMATH Keywords

differentiability of non-expected utility functionalsFréchet smoothnessGâteaux differentiabilityHadamard differentiability

Mathematics Subject Classification ID

Fréchet and Gateaux differentiability in optimization (49J50) Utility theory (91B16)

Recommendations

• Comparative statics and non-expected utility preferences
• Comparative statics derivatives with nonlinear preferences
• Differentiable comparative statics with payoff functions not differentiable everywhere
• The preservation of multivariate comparative statics in nonexpected utility theory
• Comparative statics for rank-dependent expected utility theory
• Differentiability of equilibria for linear exchange economies
• Fundamental non-convexity and externalities: a differentiable approach
• Differentiable von Neumann-Morgenstern utility
• \(L_ p\)-Fréchet differentiable preference and ``local utility analysis
• scientific article; zbMATH DE number 1563760

Cites work

• "Expected Utility" Analysis without the Independence Axiom
• A correspondence theorem between expected utility and smooth utility
• A Generalization of the Quasilinear Mean with Applications to the Measurement of Income Inequality and Decision Theory Resolving the Allais Paradox
• A Theory of Disappointment Aversion
• A unifying approach to axiomatic non-expected utility theories
• Anticipated utility: A measure representation approach
• Axiomatic utility theories with the betweenness property
• Comparative statics and non-expected utility preferences
• Generalized Expected Utility Analysis of Multivariate Risk Aversion
• Generalized Expected Utility Analysis of Risk Aversion with State-Dependent Preferences
• scientific article; zbMATH DE number 5122486 (Why is no real title available?)
• scientific article; zbMATH DE number 3374409 (Why is no real title available?)
• Implicit Mean Value and Certainty Equivalence
• Mixture Symmetry and Quadratic Utility
• Risk aversion in the theory of expected utility with rank dependent probabilities
• Temporal risk and the nature of induced preferences
• The Dual Theory of Choice under Risk
• The Existence of Probability Measures with Given Marginals
• The Ross Characterization of Risk Aversion: Strengthening and Extension
• Transitive measurable utility

Cited in

(21)

• Intrinsic preference for information
• Differentiable von Neumann-Morgenstern utility
• The preservation of multivariate comparative statics in nonexpected utility theory
• Necessary conditions for comparative statics under uncertainty
• Comparative statics derivatives with nonlinear preferences
• Comparative statics and non-expected utility preferences
• Two errors in the `Allais impossibility theorem'
• Comparative statics tests between decision models under risk
• Weighted utility theory with incomplete preferences
• Smooth indifference sets
• First-order risk aversion and non-differentiability
• Differentiability properties of rank-linear utilities
• scientific article; zbMATH DE number 5904055 (Why is no real title available?)
• A nonsmooth approach to nonexpected utility theory under risk
• Differentiability of equilibria for linear exchange economies
• On Sugden's normative economics and the comparison of non-nested opportunity sets
• From local utility to neural networks
• \(L_ p\)-Fréchet differentiable preference and ``local utility analysis
• The hold-up problem with flexible unobservable investments
• Differentiability of von Neumann-Morgenstern utility functions
• Weakening transferable utility: the case of non-intersecting Pareto curves

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