Luigi Montrucchio

Publication Activity (10 Years)

Years Active: 1999-2019
Publications (10 Years): 2

Top Topics

Linear Complexity

Belief Propagation

Robust Statistics

Top Venues

Math. Oper. Res.

J. Econ. Theory

Publications

Massimo Marinacci, Luigi Montrucchio
Unique Tarski Fixed Points. Math. Oper. Res. 44 (4) (2019)
Luigi Montrucchio, Giovanni Pistone
Deformed Exponential Bundle: The Linear Growth Case. GSI (2017)
Simone Cerreia-Vioglio, Fabio Maccheroni, Massimo Marinacci, Luigi Montrucchio
Ambiguity and robust statistics. J. Econ. Theory 148 (3) (2013)
Simone Cerreia-Vioglio, Fabio Maccheroni, Massimo Marinacci, Luigi Montrucchio
Uncertainty averse preferences. J. Econ. Theory 146 (4) (2011)
Massimo Marinacci, Luigi Montrucchio
Necessary and Sufficient Conditions for Optima in Reflexive Spaces. SIAM J. Optim. 21 (1) (2011)
Simone Cerreia-Vioglio, Fabio Maccheroni, Massimo Marinacci, Luigi Montrucchio
Complete Monotone Quasiconcave Duality. Math. Oper. Res. 36 (2) (2011)
Massimo Marinacci, Luigi Montrucchio
Unique solutions for stochastic recursive utilities. J. Econ. Theory 145 (5) (2010)
Luigi Montrucchio, Patrizia Semeraro
Refinement Derivatives and Values of Games. Math. Oper. Res. 33 (1) (2008)
Luigi Montrucchio, Marco Scarsini
Large newsvendor games. Games Econ. Behav. 58 (2) (2007)
Massimiliano Amarante, Fabio Maccheroni, Massimo Marinacci, Luigi Montrucchio
Cores of non-atomic market games. Int. J. Game Theory 34 (3) (2006)
Massimo Marinacci, Luigi Montrucchio
Stable cores of large games. Int. J. Game Theory 33 (2) (2005)
Massimo Marinacci, Luigi Montrucchio
Ultramodular Functions. Math. Oper. Res. 30 (2) (2005)
Massimo Marinacci, Luigi Montrucchio
A characterization of the core of convex games through Gateaux derivatives. J. Econ. Theory 116 (2) (2004)
Luigi Montrucchio, Fabio Privileggi
On Fragility of Bubbles in Equilibrium Asset Pricing Models of Lucas-Type. J. Econ. Theory 101 (1) (2001)
Luigi Montrucchio, Fabio Privileggi
Fractal steady states instochastic optimal control models. Ann. Oper. Res. 88 (1999)