Inverse stochastic dominance constraints and rank dependent expected utility theory

DOI10.1007/s10107-006-0712-xzbMath1130.91327OpenAlexW2103030526MaRDI QIDQ2502203

Ruszczyński, Andrzej, Dentcheva, Darinka

Publication date: 12 September 2006

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-006-0712-x

zbMATH Keywords

stochastic programmingdualityLorenz curveYaari's dual utility

Mathematics Subject Classification ID

Stochastic programming (90C15) Utility theory (91B16)

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