A von Neumann-Morgenstern representation result without weak continuity assumption
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Publication:2427838
DOI10.1016/j.jmateco.2011.04.002zbMath1241.91049MaRDI QIDQ2427838
Samuel Drapeau, Michael Kupper, Freddy Delbaen
Publication date: 18 April 2012
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2011.04.002
stochastic orderutility functionweak continuityaffine preference ordervon Neumann--Morgenstern representation
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