Generalized Almost Stochastic Dominance

DOI10.1287/opre.2014.1340zbMath1372.91030OpenAlexW1967067168MaRDI QIDQ3453337

Larry Y. Tzeng, Robert L. Winkler, Rachel J. Huang, Ilia Tsetlin

Publication date: 20 November 2015

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.2014.1340

zbMATH Keywords

utilityprobabilityriskdecision analysisstochastic dominancedistribution comparisons

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Decision theory (91B06)

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Cites Work

• Tractable almost stochastic dominance
• Economically relevant preferences for all observed epsilon
• Apportioning of risks via stochastic dominance
• Multivariate Concave and Convex Stochastic Dominance
• Preferred by “All” and Preferred by “Most” Decision Makers: Almost Stochastic Dominance
• Stochastic Dominance

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