Complete Monotone Quasiconcave Duality

Authors:
Simone Cerreia-Vioglio;Fabio Maccheroni;Massimo Marinacci;Luigi Montrucchio
Affiliations:
Department of Decision Sciences and IGIER, Università Bocconi, 20136 Milano, Italy;Department of Decision Sciences, DONDENA, and IGIER, Università Bocconi, 20136 Milano, Italy;Department of Decision Sciences, DONDENA, and IGIER, Università Bocconi, 20136 Milano, Italy;Department of Statistics and Applied Mathematics, and Collegio Carlo Alberto, Università di Torino, 10134 Torino, Italy
Venue:
Mathematics of Operations Research
Year:
2011

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Abstract

We introduce a notion of complete monotone quasiconcave duality, motivated by some economic applications. We show that this duality holds for important classes of quasiconcave functions.