| Article ID: | iaor2002574 |
| Country: | Spain |
| Volume: | 6 |
| Issue: | 2 |
| Start Page Number: | 313 |
| End Page Number: | 320 |
| Publication Date: | Jul 1998 |
| Journal: | TOP |
| Authors: | Carrizosa Emilio, Conde Eduardo, Alonso Isabel |
In this note we show by means of a simple example that, if the maximin problem with (nonlinear) concave increasing utility functions is solved by inspecting the extreme points of the (generalized) Voronoi diagram (as usually proposed), one may have to inspect an infinite number of candidate points.