Related papers: Lipschitz Bernoulli utility functions
In this paper, we formulate a qualitative "linear" utility theory for lotteries in which uncertainty is expressed qualitatively using a Spohnian disbelief function. We argue that a rational decision maker facing an uncertain decision…
We show that, given a Banach space $X$, the Lipschitz-free space over $X$, denoted by $\mathcal{F}(X)$, is isomorphic to $(\sum_{n=1}^\infty \mathcal{F}(X))_{\ell_1}$. Some applications are presented, including a non-linear version of…
We consider a class of functions defined on metric spaces which generalizes the concept of piecewise Lipschitz continuous functions on an interval or on polyhedral structures. The study of such functions requires the investigation of their…
The aim of this article is to define a notion of cardinal utility function called measurable utility and to define it on a connected and separable subset of a weakly ordered topological space. The definition is equivalent to the ones given…
In this article, we establish Hoeffding's inequality for bounded Lipschitz functions of a class of not necessarily irreducible Markov models. The result complements the existing literature on this topic where Hoeffding's inequality for…
A multiple-valued function $f:X\to {\bf Q}_Q(Y)$ is essentially a rule assigning $Q$ unordered and non necessarily distinct elements of $Y$ to each element of $X$. We study the Lipschitz extension problem in this context by using two…
The purpose of this paper is to make an introduction to univalent function theory for readers of any level, assuming only foundational knowledge in real and complex analysis. In particular, we state and proof (with details) important…
In this paper our aim is to deduce some complete monotonicity properties and functional inequalities for the Bickley function. The key tools in our proofs are the classical integral inequalities, like Chebyshev, H\"older-Rogers,…
The goal of this note is to prove that every real-valued Lipschitz function on a Banach space can be pointwise approximated on a given $\sigma$-compact set by smooth cylindrical functions whose asymptotic Lipschitz constants are controlled.…
We construct a Lipschitz truncation which approximates functions of bounded variation in the area-strict metric. The Lipschitz truncation changes the original function only on a small set similar to Lusin's theorem. Previous results could…
We provide an axiomatic characterization of lexicographic preferences over the set of all random availability functions using two assumptions. The first assumption is strong monotonicity, which in our framework is equivalent to the strong…
It was established in [8] that Lipschitz inf-compact functions are uniquely determined by their local slope and critical values. Compactness played a paramount role in this result, ensuring in particular the existence of critical points. We…
We prove a general factorization theorem for Lipschitz summing operators in the context of metric spaces which recovers several linear and nonlinear factorization theorems that have been proved recently in different environments. New…
The main goal of this paper is to describe an axiomatic utility theory for Dempster-Shafer belief function lotteries. The axiomatic framework used is analogous to von Neumann-Morgenstern's utility theory for probabilistic lotteries as…
A nonnegative function on the vertices of an infinite graph G which vanishes at a distinguished vertex o, has Laplacian 1 at o, and is harmonic at all other vertices is called a potential. We survey basic properties of potentials in…
We improve Izumi's inequality, which states that any divisorial valuation v centered at a closed point 0 on an algebraic variety Y is controlled by the order of vanishing at 0. More precisely, as v ranges through valuations that are…
This work considers reasons for and implications of discarding the assumption of transitivity, which (transitivity) is the fundamental postulate in the utility theory of Von Neumann and Morgenstern, the adiabatic accessibility principle of…
We present a necessary and sufficient condition for Alt's system to be represented by a continuous utility function. Moreover, we present a necessary and sufficient condition for this utility function to be concave. The latter condition can…
Non-convex functions that yet satisfy a condition of uniform convexity for non-close points can arise in discrete constructions. We prove that this sort of discrete uniform convexity is inherited by the convex envelope, which is the key to…
In this paper we prove finiteness principles for $C^{m}\left( \mathbb{R}^{n}, \mathbb{R}^{D}\right) $-selection, and for $C^{m-1,1}\left( \mathbb{R}^{n}, \mathbb{R}^{D}\right) $-selection, in particular providing a proof for a conjecture of…