Stochastic Dominance Rules for Multi-attribute Utility Functions

DOI10.2307/2297262zbMath0413.90010OpenAlexW2134540600MaRDI QIDQ3048537

No author found.

Publication date: 1978

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2297262

zbMATH Keywords

stochastic dominance rulesmultivariate utility functions

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Utility theory (91B16)

Related Items (12)

Preference and veto thresholds in multicriteria analysis based on stochastic dominance ⋮ Rough approximation of a preference relation by a multi-attribute dominance for deterministic, stochastic and fuzzy decision problems ⋮ Aspiration level approach in stochastic MCDM problems ⋮ Multivariate stochastic dominance with fixed dependence structure ⋮ Modeling uncertainty in multi-criteria decision analysis ⋮ Price index dispersion and utilitarian social evaluation ⋮ The mass transfer approach to multivariate discrete first order stochastic dominance: direct proof and implications ⋮ INSDECM -- an interactive procedure for stochastic multicriteria decision problems ⋮ Multivariate decision-making under risk aversion ⋮ First-order dominance: stronger characterization and a bivariate checking algorithm ⋮ PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS ⋮ Stochastic dominance with pair-wise risk aversion

This page was built for publication: Stochastic Dominance Rules for Multi-attribute Utility Functions