Ultramodular functions. (English) Zbl 1082.52006

Marinacci, Massimo; Montrucchio, Luigi

Math. Oper. Res. 30, No. 2, 311-332 (2005).

Summary: We study the properties of ultramodular functions, a class of functions that generalizes scalar convexity and that naturally arises in some economic and statistical applications.

MSC:

52A41	Convex functions and convex programs in convex geometry
52A01	Axiomatic and generalized convexity
90C26	Nonconvex programming, global optimization
91A12	Cooperative games

Keywords:

supermodularity, convexity, essentially smooth functions, cooperative games, convex ordering