Remarks on Afriat's theorem and the Monge-Kantorovich problem

DOI10.1016/J.JMATECO.2013.06.004MaRDI QIDQ393284zbMATH OpenOpenAlexFDO

Authors Olga V. Kudryavtseva, Tigran Nagapetyan, Alexander V. Kolesnikov

Publication date 16 January 2014

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

Full work available at URL https://arxiv.org/abs/1302.4695

zbMATH Keywords

Afriat's theoremcyclical monotonicityMonge-Kantorovich problemoptimal transportationrevealed preferencesutility functions

Mathematics Subject Classification ID

Utility theory (91B16)

Abstract: The famous Afriat's theorem from the theory of revealed preferences establishes necessary and suffient conditions for existence of utility function for a given set of choices and prices. The result on existence of a {it homogeneous} utility function can be considered as a particular fact of the Monge-Kantorovich mass transportation theory. In this paper we explain this viewpoint and discuss some related questions.

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Cited in

(7)

• A note on the Monge-Kantorovich problem in the plane
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• Revealed preference test and shortest path problem; graph theoretic structure of the rationalizability test
• A method in demand analysis connected with the Monge-Kantorovich problem
• scientific article; zbMATH DE number 1795126 (Why is no real title available?)
• On the smoothness of the utility function in the Afriat-Varian theorem

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