2
$\begingroup$

I am looking for a set of mathematics books to understand proofs in decision theory. Examples would be proofs of utility representations and social choice (im-)possibility results. I found many textbooks on both decision theory and social choice, some of which contain proofs which contain references to mathematical results.

However, I could not find a collection of mathematical results commonly used in these fields. Usual "Mathematics for Economists" textbooks fall short. What is the standard reference/textbook researchers use to find the results they employ?

$\endgroup$
5
$\begingroup$

I do not know about social choice, but for utility representations I think the two most cited books are "Convex analysis" by Rockafellar and "Infinite Dimensional Analysis: A Hitchhiker's Guide" by Alliprantis and Border. They contain most (if not all) results on convex analysis and functional analysis used by economists.

$\endgroup$
1
$\begingroup$

Decisions with Multiple Objectives: Preferences and Value Tradeoffs by Ralph L Keeney

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.