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Ultramodular Functions

Dipartimento di Statistica e Matematica Applicata and ICER, Università di Torino, Piazza Arbarello 8, 10122, Torino, Italy
Dipartimento di Statistica e Matematica Applicata and ICER, Università di Torino, Piazza Arbarello 8, 10122, Torino, Italy
massimo.marinacci{at}unito.it, http://web.econ.unito.it/gma/massimo.htm
luigi.montrucchio{at}unito.it, http://web.econ.unito.it/gma/montrucc.htm

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.

Key Words: supermodularity; convexity; essentially smooth functions; cooperative games; convex ordering
History: Received: August 17, 2003; revision received: June 19, 2004;

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