Continuity of the Expected Utility

  • F. Delbaen
Part of the International Economic Association Series book series (IEA)


This paper is devoted to proving a more general version of proposition 2.1 of [6]. For any unexplained notion we refer to Dieter Sondermann’s paper [6].


Probability Measure General Version Expected Utility Radon Measure Polish Space 
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    P. Billingsley, Convergence of Probability Measures (New York: John Wiley, 1969).Google Scholar
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    H. R. Fischer, ‘Limesräume’, Mathematische Annalen vol. CXXXVII (1959), pp. 269–303.CrossRefGoogle Scholar
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    A. Grothendieck, ‘Sur les applications linéaires faiblement compactes d’espaces du type C(K)’, Canadian Journal of Mathematics vol. v (1953), pp. 129–73.CrossRefGoogle Scholar
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    J. Neveu, Bases mathématiques du calcul des probabilités (Paris: Masson & Cie, 1964).Google Scholar
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    K. R. Parthasarathy, Probability Measures on Metric Spaces (New York: Academic Press, 1967).CrossRefGoogle Scholar
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    D. Sondermann, ‘Temporary Competitive Equilibrium under Uncertainty’, chapter 13 supra.Google Scholar
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    F. Tøpsoe, ‘Compactness in Spaces of Measures’, Studia Mathematica vol. XXXVI (1970), pp. 195–212.Google Scholar

Copyright information

© International Economic Association 1974

Authors and Affiliations

  • F. Delbaen
    • 1
    • 2
  1. 1.CoreLouvainBelgium
  2. 2.University Of BrusselsBelgium

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