English

Extending Utility Functions on Arbitrary Sets

Optimization and Control 2023-09-26 v2 Data Structures and Algorithms General Topology

Abstract

We consider the problem of extending a function fPf^{}_P defined on a subset PP of an arbitrary set XX to XX strictly monotonically with respect to a preorder \succcurlyeq defined on XX, without imposing continuity constraints. We show that whenever \succcurlyeq has a utility representation, fPf^{}_P is extendable if and only if it is gap-safe increasing. A class of extensions involving an arbitrary utility representation of \succcurlyeq is proposed and investigated. Connections to related topological results are discussed. The condition of extendability and the form of the extension are simplified when PP is a Pareto set.

Keywords

Cite

@article{arxiv.2212.03394,
  title  = {Extending Utility Functions on Arbitrary Sets},
  author = {Pavel Chebotarev},
  journal= {arXiv preprint arXiv:2212.03394},
  year   = {2023}
}

Comments

21 pages, 1 figure. A revised version

R2 v1 2026-06-28T07:24:20.625Z