Lipschitz Bernoulli Utility Functions
Work
Year: 2022
Type: article
Abstract: We obtain several variants of the classic von Neumann–Morgenstern expected utility theorem with and without the completeness axiom in which the derived Bernoulli utility functions are Lipschitz. The p... more
Authors Efe A. Ok, Nik Weaver
Institutions Courant Institute of Mathematical Sciences, New York University, Washington University in St. Louis
Cites: 31
Cited by: 1
Related to: 10
FWCI: 0.187
Citation percentile (by year/subfield): 32.84
Subfield: General Decision Sciences
Field: Decision Sciences
Domain: Social Sciences
Open Access status: green