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On convexity and supermodularity

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Author Info
Massimo Marinacci
Luigi Montrucchio

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Abstract

Concavity and supermodularity are in general independent properties. A class of functionals defined on a lattice cone of a Riesz space has the Choquet property when it is the case that its members are concave whenever they are supermodular. We show that for some important Riesz spaces both the class of positively homogeneous functionals and the class of translation invariant functionals have the Choquet property. We extend in this way the results of Choquet [1] and Konig [4].

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Paper provided by ICER - International Centre for Economic Research in its series ICER Working Papers - Applied Mathematics Series with number 3-2005.

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Length: 24 pages
Date of creation: Mar 2005
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Handle: RePEc:icr:wpmath:3-2005

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  1. Massimo Marinacci & Luigi Montrucchio, 2003. "Ultramodular functions," ICER Working Papers - Applied Mathematics Series 13-2003, ICER - International Centre for Economic Research. [Downloadable!]
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This page was last updated on 2009-11-18.


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