On Concavity and Supermodularity

Concavity and supermodularity are in general independent properties. A class of functionals defined on a lattice cone of a Riesz space has the Choquet property when it is the case that its members are concave whenever they are supermodular. We show that for some important Riesz spaces both the class of positively homogeneous functionals and the class of translation invariant functionals have the Choquet property. We extend in this way the results of Choquet [2] and Konig [5].

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Year of publication:	2006
Authors:	Marinacci, Massimo ; Montrucchio, Luigi
Institutions:	Collegio Carlo Alberto, Università degli Studi di Torino
Subject:	Concavity \| Supermodularity

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Extent:	application/pdf
Series:	Carlo Alberto Notebooks.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number 5 21 pages
Classification:	C60 - Mathematical Methods and Programming. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005405558