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Representation of the core of convex measure games via Kantorovich potentials

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  • Carlier, G.

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  • Carlier, G., 2005. "Representation of the core of convex measure games via Kantorovich potentials," Journal of Mathematical Economics, Elsevier, vol. 41(7), pages 898-912, November.
    • Handle: RePEc:eee:mateco:v:41:y:2005:i:7:p:898-912
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    References listed on IDEAS

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    1. Yaari, Menahem E, 1987. "The Dual Theory of Choice under Risk," Econometrica, Econometric Society, vol. 55(1), pages 95-115, January.
    2. Marinacci, Massimo & Montrucchio, Luigi, 2004. "A characterization of the core of convex games through Gateaux derivatives," Journal of Economic Theory, Elsevier, vol. 116(2), pages 229-248, June.
    3. Hong, Chew Soo & Karni, Edi & Safra, Zvi, 1987. "Risk aversion in the theory of expected utility with rank dependent probabilities," Journal of Economic Theory, Elsevier, vol. 42(2), pages 370-381, August.
    4. repec:dau:papers:123456789/5446 is not listed on IDEAS
    5. DELBAEN, Freddy, 1974. "Convex games and extreme points," LIDAM Reprints CORE 159, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    6. Massimo Marinacci & Luigi Montrucchio, 2003. "Ultramodular functions," ICER Working Papers - Applied Mathematics Series 13-2003, ICER - International Centre for Economic Research.
    7. Donald M. Topkis, 1978. "Minimizing a Submodular Function on a Lattice," Operations Research, INFORMS, vol. 26(2), pages 305-321, April.
    8. Carlier, G. & Dana, R. A., 2003. "Core of convex distortions of a probability," Journal of Economic Theory, Elsevier, vol. 113(2), pages 199-222, December.
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