Related papers: Lipschitz Bernoulli utility functions

We conjecture that whenever $M$ is a metric space of density at most continuum, then the space of Lipschitz functions is $w^*$-separable. We prove the conjecture for several classes of metric spaces including all the Banach spaces with a…

We find the origin of the integration theory for multifunctions in the sixties in the pioneering works of G. Debreu and R. Aumann, Nobel prizes for the Economy in 1983 and in 2005, respectively. The Aumann integral is defined by means the…

We consider selective classification with abstention in the fixed-pool (or transductive) setting, where the unlabeled pool is given beforehand and only a subset of points can be queried for labels. Our main insight is to view selective…

In this paper, we obtain a comparison theorem and a invariant representation theorem for backward stochastic differential equations (BSDEs) without any assumption on the second variable $z$. Using the two results, we further develop the…

In this note we extend to metrizable profinite groups the classical theorems of Titchmarsh on the Fourier transform of H\"older-Lipschitz functions. This generalizes the results of Younis on compact zero-dimensional abelian groups to the…

We develop a theory of quantum rational decision making in the tradition of Anscombe and Aumann's axiomatisation of preferences on horse lotteries. It is essentially the Bayesian decision theory generalised to the space of Hermitian…

In this paper we prove generalizations of Lusin-type theorems for gradients due to Giovanni Alberti, where we replace the Lebesgue measure with any Radon measure $\mu$. We apply this to go beyond the known result on the existence of…

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}…

We prove various theorems on approximation using polynomials with integer coefficients in the Bernstein basis of any given order. In the extreme, we draw the coefficients from $\{ \pm 1\}$ only. A basic case of our results states that for…

We show that for every complete metric space $M$ there exists another complete metric space $N$ of the same density character such that the curve-flat quotient of $N$ is isometric to $M$. Moreover, we show that if $M$ is compact and…

In mathematical modelling, the data and solutions are represented as measurable functions and their quality is oftentimes captured by the membership to a certain function space. One of the core questions for an analysis of a model is the…

This paper identifies necessary and sufficient conditions for the exactness of penalty functions in optimization problems whose constraint sets are not necessarily bounded. The case where the data of problems is locally Lipschitz,…

We investigate conditions of optimality for an infinite horizon control problem and consider their correspondence with the value function. Assuming Lipschitz continuity of the value function, we prove that sensitivity relations plus the…

On metric spaces equipped with doubling measures, we prove that a differentiability theorem holds for Lipschitz functions if and only if the space supports nontrivial (metric) derivations in the sense of Weaver that satisfy an additional…

We study the space of bandlimited Lipschitz functions in one variable. In particular we provide a geometrical description of the natural interpolating and sampling sequences for this space. We also find a description of the trace of such…

For stationary two-valued harmonic functions with H\"older regularity, we establish their Lipschitz regularity and prove that the nodal set consists of analytic hypersurfaces away from a singular set. The main tools are the Almgren…

This paper is devoted to the analysis of a finite horizon discrete-time stochastic optimal control problem, in presence of constraints. We study the regularity of the value function which comes from the dynamic programming algorithm. We…

We provide and axiomatize a representation for preferences over lotteries that generalizes the expected utility model. Since the representation uses different utility functions to evaluate different lotteries, the preferences can be…

We show that a necessary and sufficient condition for a smooth function on the tangent bundle of a manifold to be a Lagrangian density whose action can be minimized is, roughly speaking, that it be the sum of a constant, a nonnegative…

The classical Hahn-Banach theorem is based on a successive point-by-point procedure of extending bounded linear functionals. In the setting of a general metric domain, the conditions are less restrictive and the extension is only required…