ダウンロード数: 214
タイトル: | Coextrema Additive Operators |
著者: | Kajii, Atsushi Kojima, Hiroyuki Ui, Takashi |
キーワード: | Choquet integral comonotonicity non-additive probabilities capacities |
発行日: | May-2007 |
出版者: | Institute of Economic Research, Kyoto University |
誌名: | KIER Discussion Paper |
巻: | 631 |
抄録: | This paper proposes a class of weak additivity concepts for an operator on the set of real valued functions on a finite state space Ω, which include additivity and comonotonic additivity as extreme cases. Let E ⊆ 2Ω be a collection of subsets of Ω. Two functions x and y on Ω are E-coextrema if, for each E ∈ E, the set of minimizers of x restricted on E and that of y have a common element, and the set of maximizers of x restricted on E and that of y have a common element as well. An operator I on the set of functions on Ω is E-coextrema additive if I(x+y) = I(x)+I(y) whenever x and y are E-coextrema. The main result characterizes homogeneous E-coextrema additive operators. |
URI: | http://hdl.handle.net/2433/129545 |
関連リンク: | http://ideas.repec.org/p/kyo/wpaper/631.html |
出現コレクション: | KIER Discussion Paper (英文版) |
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