Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents

DOI10.1007/S00199-016-0985-0MaRDI QIDQ514488zbMATH OpenOpenAlexFDO

Authors Jean-Marc Bonnisseau, Rodrigo Novinski, Aloisio Araujo, Alain Chateauneuf

Publication date 2 March 2017

Published in Economic Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00199-016-0985-0

zbMATH Keywords

impatienceoptimismPareto optimacountable set of commoditiesnon-convex preferencespessimism

Mathematics Subject Classification ID

Individual preferences (91B08) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)

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Cites work

• scientific article; zbMATH DE number 19666 (Why is no real title available?)
• scientific article; zbMATH DE number 2016135 (Why is no real title available?)
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• Functional analysis, Sobolev spaces and partial differential equations
• General equilibrium, wariness and efficient bubbles
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• Integral Representation Without Additivity
• Lack of Pareto Optimal Allocations in Economies with Infinitely Many Commodities: The Need for Impatience
• Maxmin expected utility with non-unique prior
• Myopic Economic Agents
• Optimal risk-sharing rules and equilibria with Choquet-expected-utility.
• Some characterizations of non-additive multi-period models
• Some properties of convex set functions
• Subjective Probability and Expected Utility without Additivity
• The Dual Theory of Choice under Risk
• Theory of capacities

Cited in

(4)

• Participation in risk sharing under ambiguity
• Optimal allocations with α‐MaxMin utilities, Choquet expected utilities, and prospect theory
• Risk sharing in the small and in the large
• The dynamics of risk-sensitive allocations

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