Probability dominance in random outcomes

DOI10.1007/BF00934350zbMath0452.90007OpenAlexW4240903828MaRDI QIDQ1148773

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

stochastic dominancedecision making under uncertaintysolution conceptsmean-variance dominancenondominated random payoffsprobability dominance relation

Mathematics Subject Classification ID

Decision theory (91B06)

Related Items (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 ⋮ RELATIONS BETWEEN STOCHASTIC ORDERINGS AND GENERALIZED STOCHASTIC PRECEDENCE ⋮ Stochastic dominance and statistical preference for random variables coupled by an Archimedean copula or by the Fréchet-Hoeffding upper bound ⋮ Interpretation of Statistical Preference in Terms of Location Parameters ⋮ A method for stochastic multiple criteria decision making based on dominance degrees ⋮ Multivariate winning probabilities ⋮ A note on Bernoulli's principle and probability dominance ⋮ Maximum probability dominance and portfolio theory ⋮ Aggregation of dispersed consequences for constructing criteria: The evaluation of flood risk reduction strategies

Cites Work

• Chance-Constrained Programming
• Stochastic Dominance Without Transitive Preferences
• The Efficiency Analysis of Choices Involving Risk
• Some Probability Paradoxes in Choice from Among Random Alternatives
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