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Author ID: montrucchio.luigi Recent zbMATH articles by "Montrucchio, Luigi"
Published as: Montrucchio, Luigi; Montrucchio, L.
Documents Indexed: 60 Publications since 1978
Co-Authors: 22 Co-Authors with 48 Joint Publications
268 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

48 Publications have been cited 638 times in 503 Documents Cited by Year
On the indeterminacy of capital accumulation paths. Zbl 0662.90021
Boldrin, Michele; Montrucchio, Luigi
94
1986
Uncertainty averse preferences. Zbl 1247.91046
Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, Massimo; Montrucchio, Luigi
69
2011
Dynamic complexity in duopoly games. Zbl 0617.90104
Dana, Rose-Anne; Montrucchio, Luigi
66
1986
Ultramodular functions. Zbl 1082.52006
Marinacci, Massimo; Montrucchio, Luigi
39
2005
Risk measures: rationality and diversification. Zbl 1246.91029
Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, Massimo; Montrucchio, Luigi
38
2011
Lipschitz continuous policy functions for strongly concave optimization problems. Zbl 0636.90077
Montrucchio, Luigi
30
1987
Unique solutions for stochastic recursive utilities. Zbl 1244.91036
Marinacci, Massimo; Montrucchio, Luigi
25
2010
Complete monotone quasiconcave duality. Zbl 1241.26009
Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, Massimo; Montrucchio, Luigi
21
2011
Ambiguity and robust statistics. Zbl 1285.91030
Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, Massimo; Montrucchio, Luigi
20
2013
Signed integral representations of comonotonic additive functionals. Zbl 1231.28016
Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, Massimo; Montrucchio, Luigi
17
2012
Fractal steady states in stochastic optimal control models. Zbl 0939.93042
Montrucchio, Luigi; Privileggi, Fabio
16
1999
Dynamic complexity of optimal paths and discount factors for strongly concave problems. Zbl 0798.49017
Montrucchio, L.
14
1994
A characterization of the core of convex games through Gâteaux derivatives. Zbl 1117.91310
Marinacci, Massimo; Montrucchio, Luigi
13
2004
A new turnpike theorem for discounted programs. Zbl 0835.90018
Montrucchio, Luigi
12
1995
On concavity and supermodularity. Zbl 1148.46005
Marinacci, Massimo; Montrucchio, Luigi
12
2008
Choquet integration on Riesz spaces and dual comonotonicity. Zbl 1331.28007
Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, Massimo; Montrucchio, Luigi
12
2015
Cass transversality condition and sequential asset bubbles. Zbl 1112.91008
Montrucchio, Luigi
10
2004
The nature of the steady state in models of optimal growth under uncertainty. Zbl 1175.91107
Mitra, Tapan; Montrucchio, Luigi; Privileggi, Fabio
10
2004
A note on Shiu-Fisher-Weil immunization theorem. Zbl 0754.90002
Montrucchio, Luigi; Peccati, Lorenzo
10
1991
Classical subjective expected utility. Zbl 1292.91066
Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, Massimo; Montrucchio, Luigi
10
2013
Wasserstein Riemannian geometry of Gaussian densities. Zbl 1408.53058
Malagò, Luigi; Montrucchio, Luigi; Pistone, Giovanni
8
2018
Topological entropy of policy functions in concave dynamic optimization models. Zbl 0863.90035
Montrucchio, Luigi; Sorger, Gerhard
7
1996
Large newsvendor games. Zbl 1168.91012
Montrucchio, Luigi; Scarsini, Marco
7
2007
Probabilistic sophistication, second order stochastic dominance and uncertainty aversion. Zbl 1260.91054
Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, Massimo; Montrucchio, Luigi
7
2012
A class of non-parametric deformed exponential statistical models. Zbl 1420.62018
Montrucchio, Luigi; Pistone, Giovanni
6
2019
On fragility of bubbles in equilibrium asset pricing models of Lucas-type. Zbl 1006.91034
Montrucchio, Luigi; Privileggi, Fabio
6
2001
Subcalculus for set functions and cores of TU games. Zbl 1061.91002
Marinacci, Massimo; Montrucchio, Luigi
6
2003
Deformed exponential bundle: the linear growth case. Zbl 1426.58001
Montrucchio, Luigi; Pistone, Giovanni
5
2017
Optimal decisions over time and strange attractors: An analysis by the Bellman principle. Zbl 0611.90097
Montrucchio, Luigi
5
1986
Stable cores of large games. Zbl 1128.91006
Marinacci, Massimo; Montrucchio, Luigi
4
2005
Cores of non-atomic market games. Zbl 1102.91010
Amarante, M.; Maccheroni, F.; Marinacci, M.; Montrucchio, L.
4
2006
A turnpike theorem for continuous-time optimal-control models. Zbl 0877.90020
Montrucchio, Luigi
4
1995
Neighborhood turnpike theorem for continuous-time optimization models. Zbl 0956.90060
Marena, M.; Montrucchio, L.
4
1999
Unique Tarski fixed points. Zbl 1437.47026
Marinacci, Massimo; Montrucchio, Luigi
3
2019
The neighbourhood turnpike property for continuous-time optimal growth models. Zbl 0822.90025
Montrucchio, Luigi
3
1994
Refinement derivatives and values of games. Zbl 1166.91307
Montrucchio, Luigi; Semeraro, Patrizia
3
2008
Some new techniques for modelling non-linear economic fluctuations: A brief survey. Zbl 0549.90020
Cugno, F.; Montrucchio, L.
3
1984
Complexity of optimal paths in strongly concave problems. Zbl 0788.90010
Montrucchio, Luigi
2
1993
On Lipschitz continuity of policy functions in continuous-time optimal growth models. Zbl 0943.91050
Gota, Maria Luisa; Montrucchio, Luigi
2
1999
The occurrence of erratic fluctuations in models of optimization over infinite horizon. Zbl 0656.90017
Montrucchio, Luigi
2
1988
Cyclic and chaotic behavior in price and quantity adjustment models. Zbl 0591.90018
Cugno, Franco; Montrucchio, Luigi
2
1984
The bargaining set of a large game. Zbl 1203.91014
Amarante, Massimiliano; Montrucchio, Luigi
1
2010
Log-convexity and global portfolio immunization. Zbl 0713.90009
Montrucchio, L.; Peccati, L.
1
1990
Necessary and sufficient conditions for optima in reflexive spaces. Zbl 1214.49003
Marinacci, Massimo; Montrucchio, Luigi
1
2011
Optimality conditions and bubbles in sequential economies and bounded relative risk-aversion. Zbl 1060.91049
Dal Forno, Arianna; Montrucchio, Luigi
1
2003
Acyclicity and stability for intertemporal optimization models. Zbl 0652.90021
Boldrin, Michele; Montrucchio, Luigi
1
1988
Finitely well-positioned sets. Zbl 1242.52012
Marinacci, Massimo; Montrucchio, Luigi
1
2012
Kantorovich distance on finite metric spaces: Arens-Eells norm and CUT norms. Zbl 1493.05068
Montrucchio, Luigi; Pistone, Giovanni
1
2022
Kantorovich distance on finite metric spaces: Arens-Eells norm and CUT norms. Zbl 1493.05068
Montrucchio, Luigi; Pistone, Giovanni
1
2022
A class of non-parametric deformed exponential statistical models. Zbl 1420.62018
Montrucchio, Luigi; Pistone, Giovanni
6
2019
Unique Tarski fixed points. Zbl 1437.47026
Marinacci, Massimo; Montrucchio, Luigi
3
2019
Wasserstein Riemannian geometry of Gaussian densities. Zbl 1408.53058
Malagò, Luigi; Montrucchio, Luigi; Pistone, Giovanni
8
2018
Deformed exponential bundle: the linear growth case. Zbl 1426.58001
Montrucchio, Luigi; Pistone, Giovanni
5
2017
Choquet integration on Riesz spaces and dual comonotonicity. Zbl 1331.28007
Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, Massimo; Montrucchio, Luigi
12
2015
Ambiguity and robust statistics. Zbl 1285.91030
Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, Massimo; Montrucchio, Luigi
20
2013
Classical subjective expected utility. Zbl 1292.91066
Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, Massimo; Montrucchio, Luigi
10
2013
Signed integral representations of comonotonic additive functionals. Zbl 1231.28016
Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, Massimo; Montrucchio, Luigi
17
2012
Probabilistic sophistication, second order stochastic dominance and uncertainty aversion. Zbl 1260.91054
Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, Massimo; Montrucchio, Luigi
7
2012
Finitely well-positioned sets. Zbl 1242.52012
Marinacci, Massimo; Montrucchio, Luigi
1
2012
Uncertainty averse preferences. Zbl 1247.91046
Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, Massimo; Montrucchio, Luigi
69
2011
Risk measures: rationality and diversification. Zbl 1246.91029
Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, Massimo; Montrucchio, Luigi
38
2011
Complete monotone quasiconcave duality. Zbl 1241.26009
Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, Massimo; Montrucchio, Luigi
21
2011
Necessary and sufficient conditions for optima in reflexive spaces. Zbl 1214.49003
Marinacci, Massimo; Montrucchio, Luigi
1
2011
Unique solutions for stochastic recursive utilities. Zbl 1244.91036
Marinacci, Massimo; Montrucchio, Luigi
25
2010
The bargaining set of a large game. Zbl 1203.91014
Amarante, Massimiliano; Montrucchio, Luigi
1
2010
On concavity and supermodularity. Zbl 1148.46005
Marinacci, Massimo; Montrucchio, Luigi
12
2008
Refinement derivatives and values of games. Zbl 1166.91307
Montrucchio, Luigi; Semeraro, Patrizia
3
2008
Large newsvendor games. Zbl 1168.91012
Montrucchio, Luigi; Scarsini, Marco
7
2007
Cores of non-atomic market games. Zbl 1102.91010
Amarante, M.; Maccheroni, F.; Marinacci, M.; Montrucchio, L.
4
2006
Ultramodular functions. Zbl 1082.52006
Marinacci, Massimo; Montrucchio, Luigi
39
2005
Stable cores of large games. Zbl 1128.91006
Marinacci, Massimo; Montrucchio, Luigi
4
2005
A characterization of the core of convex games through Gâteaux derivatives. Zbl 1117.91310
Marinacci, Massimo; Montrucchio, Luigi
13
2004
Cass transversality condition and sequential asset bubbles. Zbl 1112.91008
Montrucchio, Luigi
10
2004
The nature of the steady state in models of optimal growth under uncertainty. Zbl 1175.91107
Mitra, Tapan; Montrucchio, Luigi; Privileggi, Fabio
10
2004
Subcalculus for set functions and cores of TU games. Zbl 1061.91002
Marinacci, Massimo; Montrucchio, Luigi
6
2003
Optimality conditions and bubbles in sequential economies and bounded relative risk-aversion. Zbl 1060.91049
Dal Forno, Arianna; Montrucchio, Luigi
1
2003
On fragility of bubbles in equilibrium asset pricing models of Lucas-type. Zbl 1006.91034
Montrucchio, Luigi; Privileggi, Fabio
6
2001
Fractal steady states in stochastic optimal control models. Zbl 0939.93042
Montrucchio, Luigi; Privileggi, Fabio
16
1999
Neighborhood turnpike theorem for continuous-time optimization models. Zbl 0956.90060
Marena, M.; Montrucchio, L.
4
1999
On Lipschitz continuity of policy functions in continuous-time optimal growth models. Zbl 0943.91050
Gota, Maria Luisa; Montrucchio, Luigi
2
1999
Topological entropy of policy functions in concave dynamic optimization models. Zbl 0863.90035
Montrucchio, Luigi; Sorger, Gerhard
7
1996
A new turnpike theorem for discounted programs. Zbl 0835.90018
Montrucchio, Luigi
12
1995
A turnpike theorem for continuous-time optimal-control models. Zbl 0877.90020
Montrucchio, Luigi
4
1995
Dynamic complexity of optimal paths and discount factors for strongly concave problems. Zbl 0798.49017
Montrucchio, L.
14
1994
The neighbourhood turnpike property for continuous-time optimal growth models. Zbl 0822.90025
Montrucchio, Luigi
3
1994
Complexity of optimal paths in strongly concave problems. Zbl 0788.90010
Montrucchio, Luigi
2
1993
A note on Shiu-Fisher-Weil immunization theorem. Zbl 0754.90002
Montrucchio, Luigi; Peccati, Lorenzo
10
1991
Log-convexity and global portfolio immunization. Zbl 0713.90009
Montrucchio, L.; Peccati, L.
1
1990
The occurrence of erratic fluctuations in models of optimization over infinite horizon. Zbl 0656.90017
Montrucchio, Luigi
2
1988
Acyclicity and stability for intertemporal optimization models. Zbl 0652.90021
Boldrin, Michele; Montrucchio, Luigi
1
1988
Lipschitz continuous policy functions for strongly concave optimization problems. Zbl 0636.90077
Montrucchio, Luigi
30
1987
On the indeterminacy of capital accumulation paths. Zbl 0662.90021
Boldrin, Michele; Montrucchio, Luigi
94
1986
Dynamic complexity in duopoly games. Zbl 0617.90104
Dana, Rose-Anne; Montrucchio, Luigi
66
1986
Optimal decisions over time and strange attractors: An analysis by the Bellman principle. Zbl 0611.90097
Montrucchio, Luigi
5
1986
Some new techniques for modelling non-linear economic fluctuations: A brief survey. Zbl 0549.90020
Cugno, F.; Montrucchio, L.
3
1984
Cyclic and chaotic behavior in price and quantity adjustment models. Zbl 0591.90018
Cugno, Franco; Montrucchio, Luigi
2
1984
all top 5

Cited by 609 Authors

29 Marinacci, Massimo
23 Montrucchio, Luigi
20 Maccheroni, Fabio
16 Cerreia-Vioglio, Simone
13 Cánovas, Jose S.
10 Mesiar, Radko
10 Nishimura, Kazuo
9 Rosazza Gianin, Emanuela
9 Venditti, Alain
8 García Guirao, Juan Luis
8 Privileggi, Fabio
8 Sorger, Gerhard
7 Chateauneuf, Alain
7 Klement, Erich Peter
7 Le Van, Cuong
7 Mitra, Tapan
6 Borgonovo, Emanuele
6 Linero Bas, Antonio
6 Lu, Tianxiu
6 Ortega, Eva-María
6 Svindland, Gregor
5 Bosi, Stefano
5 Centrone, Francesca
5 Feichtinger, Gustav
5 Gnecco, Giorgio
5 La Torre, Davide
5 Li, Risong
5 Majumdar, Mukul K.
5 Marsiglio, Simone
5 Pham, Ngoc Sang
5 Saminger-Platz, Susanne
5 Sanguineti, Marcello
5 Stachurski, John
5 Tramontana, Fabio
5 Yano, Makoto
4 Amarante, Massimiliano
4 Balbus, Łukasz
4 Battigalli, Pierpaolo
4 Drapeau, Samuel
4 Escudero, Laureano Fernando
4 Faro, José Heleno
4 Frittelli, Marco
4 Gal, Sorin Gheorghe
4 Kamihigashi, Takashi
4 Kolesárová, Anna
4 Kopel, Michael
4 Laeven, Roger J. A.
4 Maggis, Marco
4 Mendivil, Franklin
4 Munari, Cosimo
4 Munoz Guillermo, Maria
4 Naudts, Jan
4 Niculescu, Constantin P.
4 Nikodem, Kazimierz
4 Reffett, Kevin L.
4 Santos, Manuel S.
4 Wang, Ruodu
4 Zhu, Peiyong
3 Bade, Sophie
3 Balibrea, Francisco
3 Bellini, Fabio
3 Belzunce, Félix
3 Bischi, Gian-Italo
3 Chambers, Christopher P.
3 Cornet, Bernard
3 Dana, Rose-Anne
3 Garcia-Rubio, Raquel
3 Ghezzi, Luca Luigi
3 Ghirardato, Paolo
3 Grant, Simon
3 Horst, Ulrich
3 Hu, Yijun
3 Klibanoff, Peter
3 Kupper, Michael
3 Lamantia, Fabio
3 Li, Jian
3 Mammana, Cristiana
3 Mastrogiacomo, Elisa
3 Meyer-Brandis, Thilo
3 Miculescu, Radu
3 Mirman, Leonard J.
3 Mukerji, Sujoy
3 Pennesi, Daniele
3 Pistone, Giovanni
3 Puu, Tönu
3 Rustichini, Aldo
3 Savochkin, Andrei
3 Scarsini, Marco
3 Šeliga, Adam
3 Seo, Kyoungwon
3 Woźny, Łukasz
3 Zhang, Jun
3 Zhang, Junnan
2 Al-Najjar, Nabil Ibraheem
2 Alexeeva, Tatyana Anatolyevna
2 Assa, Hirbod
2 Baillon, Aurélien
2 Bidian, Florin
2 Blot, Joël
2 Boldrin, Michele
...and 509 more Authors
all top 5

Cited in 139 Serials

68 Journal of Economic Theory
40 Journal of Mathematical Economics
27 Economic Theory
25 Chaos, Solitons and Fractals
21 Journal of Economic Dynamics & Control
14 European Journal of Operational Research
13 Journal of Optimization Theory and Applications
13 Insurance Mathematics & Economics
13 Mathematics and Financial Economics
10 Games and Economic Behavior
7 Journal of Mathematical Analysis and Applications
7 Annals of Operations Research
7 Finance and Stochastics
6 Applied Mathematics and Computation
6 Fuzzy Sets and Systems
6 Mathematics of Operations Research
6 Theory and Decision
6 Journal of Mathematical Chemistry
6 Information Geometry
5 Communications in Nonlinear Science and Numerical Simulation
5 Decisions in Economics and Finance
4 Journal of Multivariate Analysis
4 Mathematical Social Sciences
4 International Journal of Approximate Reasoning
4 Economics Letters
4 Aequationes Mathematicae
4 Journal of Difference Equations and Applications
4 International Game Theory Review
4 Stochastics
3 Information Sciences
3 International Journal of Game Theory
3 Journal of Computational and Applied Mathematics
3 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
3 Computational Economics
3 Mathematical Finance
3 Probability in the Engineering and Informational Sciences
3 SIAM Journal on Financial Mathematics
3 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM
3 Dynamic Games and Applications
3 Dependence Modeling
2 Kybernetika
2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
2 Operations Research
2 Topology and its Applications
2 Statistics & Probability Letters
2 Operations Research Letters
2 Journal of Economics
2 Mathematical Programming. Series A. Series B
2 SIAM Journal on Optimization
2 Top
2 Applied Mathematical Finance
2 Complexity
2 Studies in Nonlinear Dynamics and Econometrics
2 Discrete Dynamics in Nature and Society
2 Methodology and Computing in Applied Probability
2 Fixed Point Theory and Applications
2 Annals of Finance
1 Advances in Applied Probability
1 Mathematical Biosciences
1 Physica A
1 Reports on Mathematical Physics
1 Rocky Mountain Journal of Mathematics
1 Studia Mathematica
1 Reviews in Mathematical Physics
1 Algebra Universalis
1 Annales de l’Institut Fourier
1 The Annals of Probability
1 Applied Mathematics and Optimization
1 Automatica
1 Canadian Mathematical Bulletin
1 International Journal of Mathematics and Mathematical Sciences
1 International Economic Review
1 Journal of Econometrics
1 Metron
1 Numerical Functional Analysis and Optimization
1 Proceedings of the American Mathematical Society
1 Results in Mathematics
1 SIAM Journal on Control and Optimization
1 Siberian Mathematical Journal
1 Transactions of the American Mathematical Society
1 Bulletin of the Iranian Mathematical Society
1 Acta Mathematicae Applicatae Sinica. English Series
1 Optimization
1 Applied Mathematics Letters
1 Mathematical and Computer Modelling
1 Journal of Scientific Computing
1 Sugaku Expositions
1 Journal of Global Optimization
1 Automation and Remote Control
1 International Journal of Computer Mathematics
1 Linear Algebra and its Applications
1 Proceedings of the National Academy of Sciences of the United States of America
1 Stochastic Processes and their Applications
1 Journal of Nonlinear Science
1 Computational Optimization and Applications
1 Topological Methods in Nonlinear Analysis
1 Calculus of Variations and Partial Differential Equations
1 Turkish Journal of Mathematics
1 Journal of Convex Analysis
1 Opuscula Mathematica
...and 39 more Serials
all top 5

Cited in 35 Fields

369 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
83 Dynamical systems and ergodic theory (37-XX)
57 Operations research, mathematical programming (90-XX)
49 Probability theory and stochastic processes (60-XX)
39 Statistics (62-XX)
37 Calculus of variations and optimal control; optimization (49-XX)
25 Measure and integration (28-XX)
20 Operator theory (47-XX)
19 Functional analysis (46-XX)
16 Systems theory; control (93-XX)
15 General topology (54-XX)
14 Real functions (26-XX)
13 Difference and functional equations (39-XX)
10 Biology and other natural sciences (92-XX)
8 Differential geometry (53-XX)
8 Computer science (68-XX)
7 Ordinary differential equations (34-XX)
6 Numerical analysis (65-XX)
5 Approximations and expansions (41-XX)
4 Mathematical logic and foundations (03-XX)
3 Order, lattices, ordered algebraic structures (06-XX)
2 Linear and multilinear algebra; matrix theory (15-XX)
2 Global analysis, analysis on manifolds (58-XX)
2 Quantum theory (81-XX)
2 Information and communication theory, circuits (94-XX)
1 General and overarching topics; collections (00-XX)
1 History and biography (01-XX)
1 Associative rings and algebras (16-XX)
1 Partial differential equations (35-XX)
1 Sequences, series, summability (40-XX)
1 Integral transforms, operational calculus (44-XX)
1 Convex and discrete geometry (52-XX)
1 Manifolds and cell complexes (57-XX)
1 Statistical mechanics, structure of matter (82-XX)
1 Geophysics (86-XX)

Citations by Year