Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/53374 
Kompletter Metadatensatz
DublinCore-FeldWertSprache
dc.contributor.authorAthanassoglou, Stergiosen
dc.date.accessioned2011-12-15T11:34:08Z-
dc.date.available2011-12-15T11:34:08Z-
dc.date.issued2011-
dc.identifier.urihttp://hdl.handle.net/10419/53374-
dc.description.abstractConsider a collection of m indivisible objects to be allocated to n agents, where m Ï n. Each agent falls in one of two distinct categories: either he (a) has a complete ordinal ranking over the set of individual objects, or (b) has a set of plausible benchmark von Neumann-Morgenstern (vNM) utility functions in whose non-negative span his true utility is known to lie. An allocation is undominated if there does not exist a preference-compatible profile of vNM utilities at which it is Pareto dominated by another feasible allocation. Given an undominated allocation, we use the tools of linear duality theory to construct a profile of vNM utilities at which it is ex-ante welfare maximizing. A finite set of preference-compatible vNM utility profiles is exhibited such that every undominated allocation is ex-ante welfare maximizing with respect to at least one of them. Given an arbitrary allocation, we provide an interpretation of the constructed vNM utilities as subgradients of a function which measures worst-case domination.en
dc.language.isoengen
dc.publisher|aFondazione Eni Enrico Mattei (FEEM) |cMilanoen
dc.relation.ispartofseries|aNota di Lavoro |x11.2011en
dc.subject.jelC61en
dc.subject.jelD01en
dc.subject.jelD60en
dc.subject.ddc330en
dc.subject.keywordRandom Assignmenten
dc.subject.keywordEfficiencyen
dc.subject.keywordDualityen
dc.subject.keywordLinear Programmingen
dc.titleEfficient random assignment under a combination of ordinal and cardinal information on preferences-
dc.typeWorking Paperen
dc.identifier.ppn647193140en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

Datei(en):
Datei
Größe
276.03 kB





Publikationen in EconStor sind urheberrechtlich geschützt.