Stochastic dominance with nonadditive probabilities

DOI10.1007/BF01415993zbMATH Open0780.90009OpenAlexW1995438694MaRDI QIDQ4201809FDOQ4201809

Rainer Dyckerhoff, Karl Mosler

Publication date: 29 August 1993

Published in: ZOR Zeitschrift f�r Operations Research Methods and Models of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01415993

zbMATH Keywords

stochastic dominanceexpected utilitydecision making under uncertaintyanticipated utilityset dominance

Mathematics Subject Classification ID

Utility theory (91B16)

Cites Work

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• Efficiency Analysis for Multivariate Distributions
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• Sur la mesurabilité d'une fonction numérique par rapport à une famille d'ensembles
• Entscheidungsregeln bei Risiko: multivariate stochastische Dominanz
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Cited In (15)

• Almost Higher Order Stochastic Dominance
• The symmetric Choquet integral with respect to Riesz-space-valued capacities
• Fraction-degree reference dependent stochastic dominance
• Toward Graded and Nongraded Variants of Stochastic Dominance
• Uncertainty with partial information on the possibility of the events
• Stochastic dominance in an ordinal world
• Revisiting Independence and Stochastic Dominance for Compound Lotteries
• Core of convex distortions of a probability.
• A Simple Axiomatization of Nonadditive Expected Utility
• Decision Making with Monotone Lower Probabilities of Infinite Order
• Additive representations of non-additive measures and the Choquet integral
• Title not available (Why is that?)
• Some remarks on stochastic dominance
• Moral hazard with non-additive uncertainty: when are actions implementable?
• Stochastic dominance in multi sampling environments

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