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Inverse stochastic dominance constraints and rank dependent expected utility theory - MaRDI portal

Inverse stochastic dominance constraints and rank dependent expected utility theory (Q2502203)

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Inverse stochastic dominance constraints and rank dependent expected utility theory
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    Statements

    title
    Inverse stochastic dominance constraints and rank dependent expected utility theory (English)
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    publication date
    12 September 2006
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    zbMATH Keywords
    Lorenz curve
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    Yaari's dual utility
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    duality
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    stochastic programming
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    author
    Dentcheva, Darinka
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    Ruszczyński, Andrzej
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    Identifiers

    zbMATH DE Number
    5053034
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    OpenAlex ID
    W2103030526
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