Complete Monotone Quasiconcave Duality
Published Online:15 Apr 2011https://doi.org/10.1287/moor.1110.0483
References
- Infinite Dimensional Analysis (2006) 3rd ed.(Springer, New York) Google Scholar
- A definition of subjective probability. Ann. Math. Statist. (1963) 34:199–205Crossref, Google Scholar
- Coherent measures of risk. Math. Finance (1999) 9:203–228Crossref, Google Scholar
- Uncertainty averse preferences. J. Econom. Theory (2011) . ForthcomingCrossref, Google Scholar
- Risk measures: Rationality and diversification. Math. Finance (2011) . ForthcomingGoogle Scholar
- Polaires quasi-convexes et dualité. Compte Rendu, Acad. Sci. Paris Ser. A (1974) 279:955–958Google Scholar
- Conditions for convexity of quasiconvex functions. Math. Oper. Res. (1980) 5:120–125Link, Google Scholar
- Duality between direct and indirect utility functions. Differentiability properties. J. Math. Econom. (1983) 12:149–165Crossref, Google Scholar
- Sulle stratificazioni convesse. Annali di Matematica Pura ed Applicata (1949) 30:173–183Crossref, Google Scholar
- , Arrow K. J., Intriligator M. D. Duality approaches to microeconomic theory. Handbook of Mathematical Economics (1993) 4th ed.(Elsevier, Amsterdam) Google Scholar
- Risk preferences and their robust representation. (2010) . PreprintGoogle Scholar
- A remark on convex sets and polarity.. Meddelanden frän Lunds Universitets Matematiska Seminarium, Supplementband tillagnät Marcel Riesz (1952) (C. W. K. Gleerup, Lund, Sweden) 82–89Google Scholar
- Utility Theory for Decision Making (1970) (John Wiley & Sons, New York) Crossref, Google Scholar
- , Hadjisavvas N., Komlosi S., Schaible S. Introduction to convex and quasiconvex analysis. Handbook of Generalized Convexity and Generalized Monotonicity (2005) 76(Springer, Berlin) 3–87Crossref, Google Scholar
- Dual representation of quasiconvex conditional maps. SIAM J. Financial Math. (2011) . ForthcomingCrossref, Google Scholar
- Quasiconjugate functions and surrogate duality. Cahiers du Centre d'Etudes de Recherche Operationelle (1973) 15:437–448Google Scholar
- Hadjisavvas N., Komlosi S., Schaible S.Handbook of Generalized Convexity and Generalized Monotonicity (2005) 76(Springer, Berlin) Crossref, Google Scholar
- Separation properties of convex cones. Proc. Amer. Math. Soc. (1955) 2:313–318Crossref, Google Scholar
- Positive Solutions of Operator Equations (1964) (Noordhoff, Groningen, Germany) Google Scholar
- Duality and the structure of utility functions. J. Econom. Theory (1970) 1:374–396Crossref, Google Scholar
- Ambiguity aversion, robustness, and the variational representation of preferences. Econometrica (2006) 74:1447–1498Crossref, Google Scholar
- On concavity and supermodularity. J. Math. Anal. Appl. (2008) 344:642–654Crossref, Google Scholar
- , Auslender A., Hiriart-Urruty J. B., Oettli W. A generalized concept of conjugation. Optimization Theory and Algorithms (1983) (Marcel Dekker, New York) 45–59Google Scholar
- Duality between direct and indirect utility functions under minimal hypotheses. J. Math. Econom. (1991) 20:199–209Crossref, Google Scholar
- , Hadjisavvas N., Komlosi S., Schaible S. Generalized convex duality and its economic applications. Handbook of Generalized Convexity and Generalized Monotonicity (2006) 76(Springer, Berlin) 237–292Google Scholar
- Inf-convolution, sous-additivité, convexité des fonctions numériques. J. Mathématiques Pures et Appliquées (1970) 49:109–154Google Scholar
- Some properties of concave functions. J. Econom. Theory (1969) 1:291–314Crossref, Google Scholar
- Conjugacy in quasiconvex programming. Math. Programming (1984) 30:121–146Crossref, Google Scholar
- What is quasiconvex analysis? Optimization (2000) 47:35–110Crossref, Google Scholar
- On quasi-convex duality. Math. Oper. Res. (1990) 15:597–625Link, Google Scholar
- Convex Functions (1973) (Academic Press, New York) Google Scholar
- Convex Analysis (1970) (Princeton University Press, Princeton, NJ) Crossref, Google Scholar
- , Hadjisavvas N., Komlosi S., Schaible S. Abstract convexity. Handbook of Generalized Convexity and Generalized Monotonicity (2006) 76(Springer, Berlin) 293–333Google Scholar
- The Foundations of Statistics (1954) (John Wiley & Sons, New York) Google Scholar
- Some relations between dualities, polarities, coupling functionals and conjugations. J. Math. Anal. Appl. (1986) 115:1–22Crossref, Google Scholar
- Conjugaison par tranches. Annali di Matematica Pura ed Applicata (1985) 139:279–311Crossref, Google Scholar
- Convex Analysis in General Vector Spaces (2002) (World Scientific, London) Crossref, Google Scholar

