Efficient random variables

DOI10.1016/0304-4068(75)90026-9MaRDI QIDQ1219768zbMATH OpenOpenAlexFDO

Authors 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

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

Cites work

• A Price Characterization of Efficient Random Variables
• Duality and stability in extremum problems involving convex functions
• Efficiency prices for optimal consumption plans. II
• scientific article; zbMATH DE number 3176450 (Why is no real title available?)
• scientific article; zbMATH DE number 3014822 (Why is no real title available?)
• scientific article; zbMATH DE number 3320765 (Why is no real title available?)
• scientific article; zbMATH DE number 3078986 (Why is no real title available?)
• Integrals which are convex functionals. II
• The Efficiency Analysis of Choices Involving Risk

Cited in

(9)

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

This page was built for publication: Efficient random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1219768)