Lipschitz Bernoulli Utility Functions

DOI10.1287/MOOR.2022.1270arXiv2104.11205OpenAlexW3156111735MaRDI QIDQ6199269

Efe A. Ok, Nikolai Weaver

Publication date: 23 February 2024

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2104.11205

zbMATH Keywords

Wasserstein metricLipschitz functionsexpected utility representationBernoulli utilityKantorovich-Rubinstein spaceLipschitz preorders

Mathematics Subject Classification ID

Utility theory (91B16) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Banach spaces of continuous, differentiable or analytic functions (46E15)

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