Ambiguity in the small and in the large
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- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci, 2015. "On the equality of Clarke-Rockafellar and Greenberg-Pierskalla differentials for monotone and quasiconcave functionals," Working Papers 561, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
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More about this item
KeywordsAmbiguity; Optimization; Robustness; Derivative.;
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-EVO-2012-07-01 (Evolutionary Economics)
- NEP-MIC-2012-07-01 (Microeconomics)
- NEP-UPT-2012-07-01 (Utility Models & Prospect Theory)
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