Multivariate decisions with unknown price vector

DOI10.1016/0165-1765(89)90166-3MaRDI QIDQ902617zbMATH OpenOpenAlexFDO

Authors Pietro Muliere, Marco Scarsini

Publication date 1 January 2016

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(89)90166-3

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16)

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Cites work

• Dominance Conditions for Multivariate Utility Functions
• Efficiency Analysis for Multivariate Distributions
• scientific article; zbMATH DE number 3870293 (Why is no real title available?)
• scientific article; zbMATH DE number 3932217 (Why is no real title available?)
• scientific article; zbMATH DE number 4003871 (Why is no real title available?)
• Inequalities for distributions with given marginals
• Inequalities for E k(X, Y) when the marginals are fixed
• Multi-Period Stochastic Dominance
• Multivariate decision-making
• Multivariate Risk Aversion, Utility Independence and Separable Utility Functions
• Ordered Families of Distributions
• Ordering Uncertain Prospects: The Multivariate Utility Functions Case
• Positive dependence orderings
• Stochastic Dominance and the Maximization of Expected Utility
• Stochastic Dominance Decision Rules when the Attributes are Utility Independent
• Stochastic dominance with pair-wise risk aversion
• Stochastic inequalities on partially ordered spaces
• The Efficiency Analysis of Choices Involving Risk

Cited in

(7)

• Dominance conditions in non-additive expected utility theory
• Majorization in economic disparity measures
• Linear orderings of the scale mixtures of the multivariate skew-normal distribution
• Hessian and increasing-Hessian orderings of scale-shape mixtures of multivariate skew-normal distributions and applications
• Stochastic dominance with nonadditive probabilities
• Integration-segregation decisions under general value functions: ``Create your own bundle-choose 1, 2 or all 3!
• Multivariate decision-making under risk aversion

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