Probability dominance in random outcomes

DOI10.1007/BF00934350MaRDI QIDQ1148773zbMATH OpenOpenAlexFDO

Authors S. H. Smith

Publication date 1982

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00934350

zbMATH Keywords

decision making under uncertaintymean-variance dominancenondominated random payoffsprobability dominance relationsolution conceptsstochastic dominance

Mathematics Subject Classification ID

Decision theory (91B06)

Cites work

• Chance-constrained programming
• scientific article; zbMATH DE number 3339023 (Why is no real title available?)
• scientific article; zbMATH DE number 3087284 (Why is no real title available?)
• Some Probability Paradoxes in Choice from Among Random Alternatives
• Stochastic Dominance Without Transitive Preferences
• The Efficiency Analysis of Choices Involving Risk

Cited in

(10)

• On the choice of optimal alternatives for decision making in probabilistic fuzzy environment
• Interpretation of results of ranking methods with the aid of probabilistic sets
• Maximum probability dominance and portfolio theory
• Aggregation of dispersed consequences for constructing criteria: The evaluation of flood risk reduction strategies
• Multivariate winning probabilities
• A method for stochastic multiple criteria decision making based on dominance degrees
• Relations between stochastic orderings and generalized stochastic precedence
• Interpretation of Statistical Preference in Terms of Location Parameters
• A note on Bernoulli's principle and probability dominance
• Stochastic dominance and statistical preference for random variables coupled by an Archimedean copula or by the Fréchet-Hoeffding upper bound

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