Almost Higher Order Stochastic Dominance

DOI10.1051/RO/2011055MaRDI QIDQ5410244zbMATH OpenOpenAlexFDO

Authors Cuizhen Niu, Xu Guo

Publication date 16 April 2014

Published in RAIRO - Operations Research (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=RO_2014__48_1_103_0/

zbMATH Keywords

almost stochastic dominanceexpected-utility maximizationhigher-order preferences

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Management decision making, including multiple objectives (90B50) Decision theory (91B06)

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Cited in

(6)

• Stochastic dominance in an ordinal world
• Almost Lorenz dominance
• Fraction-degree reference dependent stochastic dominance
• Distorted stochastic dominance: a generalized family of stochastic orders
• Operational asymptotic stochastic dominance
• Un modello matriciale per la dominanza stocastica e stocastico-temporale

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