Related papers: Extending Utility Functions on Arbitrary Sets
The purpose of this paper relies on the study of long term yield curves modeling. Inspired by the economic litterature, it provides a financial interpretation of the Ramsey rule that links discount rate and marginal utility of aggregate…
In this paper we address the decision problem for a fragment of set theory with restricted quantification which extends the language studied in [4] with pair related quantifiers and constructs, in view of possible applications in the field…
Perturbative expansions in physical applications are generically divergent, and their physical content can be studied using Borel analysis. Given just a finite number of terms of such an expansion, this input data can be analyzed in…
Given a simplicial pair $(X,A)$, a simplicial complex $Y$, and a map $f:A \to Y$, does $f$ have an extension to $X$? We show that for a fixed $Y$, this question is algorithmically decidable for all $X$, $A$, and $f$ if $Y$ has the rational…
Brehm's extension theorem states that a non-expansive map on a finite subset of a Euclidean space can be extended to a piecewise-linear map on the entire space. In this note, it is verified that the proof of the theorem is constructive…
We consider the problem of extending an acyclic binary relation that is invariant under a given family of transformations into an invariant preference. We show that when a family of transformations is commutative, every acyclic invariant…
We define and study expansion problems on countable structures in the setting of descriptive combinatorics. We consider both expansions on countable Borel equivalence relations and on countable groups, in the Borel, measure and category…
In this paper we study ergodic $\mathbb{Z}^r$-actions and investigate expansion properties along cyclic subgroups. We show that under some spectral conditions there are always directions which expand significantly a given measurable set…
This paper presents a formalized framework for defining corecursive functions safely in a total setting, based on corecursion up-to and relational parametricity. The end product is a general corecursor that allows corecursive (and even…
The notion of a shift-compact set in an abelian topological group $X$ plays a significant role in functional equations and inequalities, especially so since each Borel set that is not Haar-meagre, alternatively not Haar-null, is necessarily…
We consider the number of linear extensions of an N-free order P. We give upper and lower bounds on this number in terms of parameters of the corresponding arc diagram. We propose a dynamic programming algorithm to calculate the number. The…
We conclude our work [arXiv:2403.07628, arXiv:2503.12644] on asymptotic expansions at the soft edge for the classical $n$-dimensional Gaussian and Laguerre ensembles, now studying the gap-probability generating functions. We show that the…
In a seminal paper, Choquet introduced an integral formula to extend a monotone increasing setfunction on a sigma-algebra to a (nonlinear) functional on bounded measurable functions. The most important special case is when the setfunction…
If uncertainty is modelled by a probability measure, decisions are typically made by choosing the option with the highest expected utility. If an imprecise probability model is used instead, this decision rule can be generalised in several…
The use of von Neumann -- Morgenstern utility is examined in the context of multiple choices between lotteries. Different conclusions are reached if the choices are simultaneous or sequential. It is demonstrated that utility cannot be…
Exhausters are families of convex compact sets that allow one to represent directional derivative of the studied function at the considered point in the form of InfMax or SupMin of linear functions. Functions for which such a representation…
For each odd prime power q, we construct an infinite sequence of rational functions f(X) in F_q(X), each of which is exceptional, which means that for infinitely many n the map c-->f(c) induces a bijection of P^1(F_{q^n}). Moreover, each of…
In this paper we study the dynamics and ergodic theory of certain economic models which are implicitly defined. We consider 1-dimensional and 2-dimensional overlapping generations models, a cash-in-advance model, heterogeneous markets and a…
In the general framework of a semimartingale financial model and a utility function $U$ defined on the positive real line, we compute the first-order expansion of marginal utility-based prices with respect to a ``small'' number of random…
The paper discusses several extensions of the recursive representation of the flow shop scheduling problem. It is shown that recursive functions make it possible to describe multiple extensions in a single problem. The paper considers…