Stochastic dominance with linear partial information

DOI10.1016/0377-2217(86)90214-6zbMath0581.90041OpenAlexW2029005993MaRDI QIDQ1067970

Z. W. Kmietowicz, A. D. Pearman

Publication date: 1986

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(86)90214-6

zbMATH Keywords

financeinvestmentstochastic dominancelinear constraints on probabilities of eventslinear partial information

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50)

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Decision making under uncertainty with unknown utility function and rank-ordered probabilities, Fuzzy optimization: An appraisal, Portfolio diversification based on stochastic dominance under incomplete probability information, Stochastic dominance with incomplete information on probabilities, Multiattribute utility functions, partial information on coefficients, and efficient choice, Tools for interactive multiattribute decision making with incompletely identified information, An interactive procedure for multiple attribute group decision making with incomplete information: Range-based approach

Cites Work

• Entscheidungen bei unvollständiger Information
• Decision Making with Linear Partial Information (L.P.I.)
• Decision Theory and Weak Statistical Dominance
• Sensitivity of Decisions to Probability Estimation Errors: A Reexamination
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