Approximating the admissible set in stochastic dominance

DOI10.1016/0022-0531(80)90007-1zbMath0448.90003OpenAlexW2089823053MaRDI QIDQ1147066

Ward Whitt, Daniel L. Goroff

Publication date: 1980

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0531(80)90007-1

zbMATH Keywords

continuity conditionscontinuous functionpartial orderprobability measurestest functionsadmissible setsdegree of dominanceadmissible set approximationrisk-averse decision makerssubset of undominated elements

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16)

Related Items (1)

Approximating the admissible set in stochastic dominance

Cites Work

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• Approximating the admissible set in stochastic dominance
• Continua of stochastic dominance relations for bounded probability distributions
• Stochastic inequalities on partially ordered spaces
• Multivariate stable distributions
• An Efficient Algorithm to Determine Stochastic Dominance Admissible Sets
• Existence of Approximate Equilibria and Cores
• The Efficiency Analysis of Choices Involving Risk
• The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments
• Ordered Families of Distributions

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