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In this paper we propose an alternative assumption for the integral representation of the value function of Milgrom and Segal (2002) . Instead of requiring that utility function has derivative almost everywhere, we impose that it has derivative in all its domain. The idea is to obtain conditions in order to apply the Lebesgue Theorem which provides at the same time an absolutely continuous value function and its integral representation. Our assumption is technically stronger than that ofdoi:10.12732/ijpam.v90i2.6 fatcat:caxjocwscrdg7nln6ubevluau4