Stochastic dominance with nonadditive probabilities
From MaRDI portal
Publication:4201809
Recommendations
- Dominance conditions in non-additive expected utility theory
- scientific article; zbMATH DE number 4087374
- A Simple Axiomatization of Nonadditive Expected Utility
- Subjective Probability and Expected Utility without Additivity
- Under stochastic dominance Choquet-expected utility and anticipated utility are identical
Cites work
- scientific article; zbMATH DE number 4009421 (Why is no real title available?)
- scientific article; zbMATH DE number 52851 (Why is no real title available?)
- scientific article; zbMATH DE number 125958 (Why is no real title available?)
- scientific article; zbMATH DE number 125970 (Why is no real title available?)
- scientific article; zbMATH DE number 3556956 (Why is no real title available?)
- scientific article; zbMATH DE number 3443893 (Why is no real title available?)
- scientific article; zbMATH DE number 3326329 (Why is no real title available?)
- Continuous subjective expected utility with non-additive probabilities
- Dominance Conditions for Multivariate Utility Functions
- Dominance conditions in non-additive expected utility theory
- Duality in non-additive expected utility theory
- Efficiency Analysis for Multivariate Distributions
- Entscheidungsregeln bei Risiko: multivariate stochastische Dominanz
- Expected utility with purely subjective non-additive probabilities
- Inequalities: theory of majorization and its applications
- Minimax tests and the Neyman-Pearson lemma for capacities
- Multivariate decision-making
- Multivariate decisions with unknown price vector
- Ordered Families of Distributions
- Risk aversion in the theory of expected utility with rank dependent probabilities
- Stochastic Dominance Decision Rules when the Attributes are Utility Independent
- Stochastic dominance with pair-wise risk aversion
- Stochastic inequalities on partially ordered spaces
- Stochastically ordered distributions and monotonicity of the oc-function of sequential probability ratio tests
- Subjective Probability and Expected Utility without Additivity
- Subjective expected utility with non-additive probabilities on finite state spaces
- Sur la mesurabilité d'une fonction numérique par rapport à une famille d'ensembles
- The Dual Theory of Choice under Risk
- Theory of capacities
Cited in
(25)- Stochastic dominance with respect to a capacity and risk measures
- Decision Making with Monotone Lower Probabilities of Infinite Order
- Choquet utility from distorted probabilities: a characterization
- Decision-foundations for properties of nonadditive measures: general state spaces or general outcome spaces
- The symmetric Choquet integral with respect to Riesz-space-valued capacities
- Stochastic dominance in an ordinal world
- Stochastic dominance with incomplete information on probabilities
- Fraction-degree reference dependent stochastic dominance
- Equimeasurable rearrangements with capacities
- Exact capacities and star-shaped distorted probabilities
- Stochastic dominance under the nonlinear expected utilities
- Additive representations of non-additive measures and the Choquet integral
- Almost Higher Order Stochastic Dominance
- Some remarks on stochastic dominance
- scientific article; zbMATH DE number 125970 (Why is no real title available?)
- Preference for safety under the Choquet model: in search of a characterization
- Uncertainty with partial information on the possibility of the events
- Core of convex distortions of a probability.
- Toward Graded and Nongraded Variants of Stochastic Dominance
- A Simple Axiomatization of Nonadditive Expected Utility
- Dominance of capacities by \(k\)-additive belief functions
- Stochastic dominance in multi sampling environments
- Moral hazard with non-additive uncertainty: when are actions implementable?
- Choquet expected utility with affine capacities
- Revisiting Independence and Stochastic Dominance for Compound Lotteries
This page was built for publication: Stochastic dominance with nonadditive probabilities
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4201809)