Von Neumann-Morgenstern axioms of rationality and inequalities in analysis

DOI10.1007/S10958-024-07439-9MaRDI QIDQ6639764FDOQ6639764

Authors: Nikolay Osipov 

Publication date: 18 November 2024

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

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Mathematics Subject Classification ID

Utility theory (91B16) Probabilistic games; gambling (91A60)

Cites Work

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• Probability with Martingales
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• The sharp constant in the reverse Hölder inequality for Muckenhoupt weights
• The sharp \(A_p\) constant for weights in a reverse-Hölder class
• Mutual estimates of \(L^p\)-norms and the Bellman function
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• Vorlesungen aus dem Gebiete der angewandten Mathematik. Bd. I: Wahrscheinlichkeitsrechnung und ihre Anwendung in der Statistik und theoretischen Physik.
• Unbounded expected utility
• Bounded Expected Utility
• A dyadic Gehring inequality in spaces of homogeneous type and applications
• Expected utility without bounds -- a simple proof
• Théorie de l'addition des variables aléatoires.

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