Remarks on the Afriat's theorem and the Monge-Kantorovich problem
Optimization and Control
2014-05-27 v2
Abstract
The famous Afriat's theorem from the theory of revealed preferences establishes necessary and suffient conditions for existence of utility function for a given set of choices and prices. The result on existence of a {\it homogeneous} utility function can be considered as a particular fact of the Monge-Kantorovich mass transportation theory. In this paper we explain this viewpoint and discuss some related questions.
Keywords
Cite
@article{arxiv.1302.4695,
title = {Remarks on the Afriat's theorem and the Monge-Kantorovich problem},
author = {Alexander V. Kolesnikov and Olga V. Kudryavtseva and Tigran Nagapetyan},
journal= {arXiv preprint arXiv:1302.4695},
year = {2014}
}