Ordering Uncertain Prospects: The Multivariate Utility Functions Case

DOI10.2307/2297261zbMath0431.90012OpenAlexW2061437645MaRDI QIDQ3869046

Tae Kun Seo, William R. Russell

Publication date: 1978

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

Full work available at URL: https://doi.org/10.2307/2297261

zbMATH Keywords

stochastic dominancemultivariate utility functionsunanimous decision rules

Mathematics Subject Classification ID

Utility theory (91B16) Individual preferences (91B08)

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Multivariate stochastic dominance with fixed dependence structure ⋮ How risky is a random process? ⋮ Distributional efficiency in multiobjective stochastic linear programming ⋮ Financial risk taking in the presence of correlated non-financial background risk ⋮ The mass transfer approach to multivariate discrete first order stochastic dominance: direct proof and implications ⋮ Multivariate decisions with unknown price vector ⋮ Multivariate decision-making under risk aversion ⋮ First-order dominance: stronger characterization and a bivariate checking algorithm

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