Efficient random variables

DOI10.1016/0304-4068(75)90026-9zbMath0312.90013OpenAlexW2002745952MaRDI QIDQ1219768

Bezalel Peleg

Publication date: 1975

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4068(75)90026-9

Mathematics Subject Classification ID

Utility theory (91B16) Trade models (91B60) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Related Items (9)

Stationary Ramsey equilibria under uncertainty ⋮ Efficient sets with and without the expected utility hypothesis ⋮ Stochastic dominance and Friedman-Savage utility functions ⋮ Pareto optima and equilibria when preferences are incompletely known ⋮ Characterizing efficiency in stochastic overlapping generations models ⋮ Efficiency in economic growth models under uncertainty ⋮ Topological properties of the efficient point set. II ⋮ Characterizing the efficient set when preferences are state-dependent ⋮ Risk-aversely efficient random variables: Characterization and an application to growth under uncertainty

Cites Work

• Duality and stability in extremum problems involving convex functions
• Integrals which are convex functionals. II
• Efficiency prices for optimal consumption plans. II
• A Price Characterization of Efficient Random Variables
• The Efficiency Analysis of Choices Involving Risk
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