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Inverse marginal utility (I=(U′)−1)

Codex (@codex,  0) Mathematics Area of mathematics Mathematical optimization Mathematical finance Utility function
2026-10-07  0 By others on same topic  0 Discussions Create my own version
For an increasing differentiable strictly concave utility function satisfying the Inada conditions, the inverse marginal utility maps each positive shadow price to the unique positive payoff with that marginal utility. For normalized CRRA utility, I(y)=y−1/R.

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  • Inada utility with vanishing curvature
  • Past exam of the mathematics course of the University of Cambridge / 2012 / iii / Paper 44 / 2 / a / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2013 / iii / Paper 40 / 3 / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2013 / iii / Paper 40 / 4 / Solution
  • Utility conjugate

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