An elementary proof of representation of submodular function as an supremum of measures on σ-algebra with totally ordered generating class

By Tetsuya Hattori

Rating

1018
Battle Count: 301

Relevance

3/10
Provides theoretical foundation for risk measures, but not directly applicable to trading

Implementation Complexity

8/10
Requires advanced knowledge of measure theory and functional analysis

Reproducibility

4/5
Proof is detailed and based on standard mathematical techniques

About this paper

Methodology: Measure theory. Problem types: Representation of submodular functions.

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