On concavity and supermodularity

被引:21
|
作者
Marinacci, Massimo [1 ]
Montrucchio, Luigi [1 ]
机构
[1] Univ Turin, Coll Carlo Alberto, I-10124 Turin, Italy
关键词
concave functionals; supermodular functionals; Choquet property; Riesz spaces; hyper-Archimedean Riesz spaces;
D O I
10.1016/j.jmaa.2008.03.009
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
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 Chocluet [G. Choquet, Theory of capacities, Ann. Inst. Fourier (Grenoble) 5 (1953-1954) 131-295] and Konig [H. Konig, The (sub/super) additivity assertion of Choquet, Studia Math. 157 (2003) 171-197]. (C) 2008 Elsevier Inc. All rights reserved.
引用
收藏
页码:642 / 654
页数:13
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