Additive valuations of streams of payoffs that satisfy the time value of money principle: A characterization and robust optimization

DOI10.3982/te4784OpenAlexW4317209526MaRDI QIDQ6053656

Abraham Neyman

Publication date: 23 October 2023

Published in: Theoretical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/te4784

zbMATH Keywords

utilityvaluationsrobust optimizationinfinite streams of payoffs

Mathematics Subject Classification ID

Utility theory (91B16) Individual preferences (91B08)

Related Items (1)

A simple and general axiomatization of average utility maximization for infinite streams

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