Scale convergence and utility measurement
نویسندگان
چکیده
منابع مشابه
Convergence of utility functions and convergence of optimal strategies
In this paper we study the stability (in the L as well as for the almost sure convergence sense) of the optimal investment-consumption strategy with respect to the choice of the utility function.
متن کاملissues in Utility Measurement
Descriptive theories of decision making are constrained by the need to explain the following behavioral phenomena: risk aversion, gambling, purchases of insurance, investment, the paradoxes of Allais and Ellsberg, intransitivity of preference, irregularities of choice, preference reversals, risk judgments, violations of branch independence, the difference between buying and selling prices, viol...
متن کاملHomogenization and Two - Scale Convergence *
Following an idea of G. Nguetseng, the author defines a notion of "two-scale" convergence, which is aimed at a better description of sequences of oscillating functions. Bounded sequences in L2(f) are proven to be relatively compact with respect to this new type of convergence. A corrector-type theorem (i.e., which permits, in some cases, replacing a sequence by its "two-scale" limit, up to a st...
متن کاملTwo-Scale Convergence
2 Two-Scale Convergence Definition and Results 15 2.1 Definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15 2.2 Link with Weak Convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . 17 2.3 Injection Lemma . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18 2.4 Two-Scale Convergence criterion . . . . . . . . . . . . . . . . . . ....
متن کاملOn two-scale convergence
Two-scale convergence is an important tool in homogenization theory. The contribution deals with its alternative definition based on two-scale mapping and transform. It removes the problems with choice of the space of admissible test functions and simplifies the proofs.
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ژورنال
عنوان ژورنال: Organizational Behavior and Human Decision Processes
سال: 1992
ISSN: 0749-5978
DOI: 10.1016/0749-5978(92)90035-6