Laurence Carassus, Miklós Rásonyi, Maximization of Nonconcave Utility Functions in Discrete-Time Financial Market Models, Mathematics of Operations Research, Vol. 41, No. 1 (February 2016), pp.

In recent attempts at deriving morality from rationality expected utility theory has played a major role. In the most prominent such attempt, Gauthier's Morals by Agreement, a mode of maximizing ...