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A Note on the Continuity of Expected Utility Functions

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  • Yuhki Hosoya

Abstract

In this paper, we study the continuity of expected utility functions, and derive a necessary and sufficient condition for a weak order on the space of simple probabilities to have a continuous expected utility function. We also verify that almost the same condition is necessary and sufficient for a weak order on the space of probabilities with compact-support to have a continuous expected utility function.

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  • Yuhki Hosoya, 2023. "A Note on the Continuity of Expected Utility Functions," Papers 2310.16806, arXiv.org, revised Oct 2023.
    • Handle: RePEc:arx:papers:2310.16806
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    File URL: http://arxiv.org/pdf/2310.16806
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