scientific article; zbMATH DE number 3240941

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Stochastic dominance with linear partial information
Decision making with incomplete information
Quantile-preserving spread
Flexible Investitions- und Finanzplanung bei unvollkommen bekannten Übergangswahrscheinlichkeiten
Decision theory and strict ranking of probabilities
A theory of subjective expected utility with vague preferences
Binary choice probabilities between gambles: Interlocking expected utility models
Continua of stochastic dominance relations for bounded probability distributions
The definition of risk: An extension
Non-cooperative stochastic dominance games
Mixture axioms in linear and multilinear utility theories
Short-term financial planning with uncertain receipts and disbursements
Analisi di superfici di utilita mediante funzioni di tipo spline bilineare
Stochastic dominance in an ordinal world
Stochastic dominance tests for ranking alternatives under ambiguity
Moral hazard and conditional preferences
Constrained games, intervening duality and experimenter-experiment interactions
A stochastic dominance analysis of ranked voting systems with scoring
Constrained gaming approaches to decisionmaking under uncertainty
Canonical fuzzy bags and bag fuzzy measures as a basis for MADM with mixed non cardinal data
Safety-first analysis and stable Paretian approach to portfolio choice theory
Ordinal judgments in multiattribute decision analysis
From stochastic dominance to mean-risk models: Semideviations as risk measures
Multicriteria choice based on criteria importance methods with uncertain preference information
Applying models of imprecise probabilities in the mathematical theory of criteria importance
Criteria importance theory for multicriterial decision making problems with a hierarchical structure
Ranking probability measures by inclusion indices in the case of unknown utility function
Multiattribute utility functions, partial information on coefficients, and efficient choice
Interval models for comparative probability on finite sets
Axiomatic analysis of non-transitivity of preference and of indifference
Convex stochastic dominance with finite consequence sets
Hybrid analysis of uncertainty: Probability, fuzziness and anti-optimization
Analytical decision rules using importance-ordered criteria with a scale of the first ordinal metric
Second order of stochastic dominance efficiency vs mean variance efficiency
Interval-based stochastic dominance: theoretical framework and application to portfolio choices
Weighted scoring elections: is Borda best?
Fraction-degree reference dependent stochastic dominance
Law-invariant functionals that collapse to the mean: beyond convexity
A smoothing SAA algorithm for a portfolio choice model based on second-order stochastic dominance measures
The measurement of relations on belief functions based on the Kantorovich problem and the Wasserstein metric
Analytic decision rules for importance-ordered criteria with a first ordered metric scale in the general form
Robust decisions in economic models
Completeness and transitivity of preferences on mixture sets
An algorithm for sequential tail value at risk for path-independent payoffs in a binomial tree
The quantitative importance of criteria with a continuous first-order metric scale
Quantitative importance of criteria with the scale of the first ordinal metric and convex preferences
Inverse stochastic dominance constraints and rank dependent expected utility theory
Stationary value mechanisms and expected utility theory
Conjoint measurement in utility theory with incomplete product sets
Interdependent preferences on finite sets
A generic multi-attribute analysis system
The ternary comparison method: application to quantification
Self-excited waves in complex social systems
Extending the MAD portfolio optimization model to incorporate downside risk aversion
Decision making under uncertainty with unknown utility function and rank-ordered probabilities
Portfolio Optimization with Risk Control by Stochastic Dominance Constraints
Stochastic Monotonicity of the Mean-CVaRs and Their Applications to Inventory Systems with Stockout Cost: A Transformation Approach
Data-Based Dominance
Single asset optimal trading strategies with stochastic dominance constraints
Autonomous group functioning: the role of correlation and interaction
New multicriterial decision rules in criteria importance theory
Reversing 30~years of discussion: why causal decision theorists should one-box
Characterization of the extreme points of a class of special polyhedra
Konfidenzintervalle in Entscheidungen bei Ungewißheit
Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization
On computing ELECTRE's credibility indices under partial information
An Information-Based Model for Subjective Probability
Entscheidungen bei teilweise bekannter Verteilung der Zustände
The quantitative importance of criteria For MCDA
Lexicographic order preservation and stochastic dominance
Decision trees and neural networks for reasoning and knowledge acquisition for autonomous agents
Uses and computation of imprecise probabilities from statistical data and expert arguments
Properties, formulations, and algorithms for portfolio optimization using mean-Gini criteria
Readiness and the optimal redeployment of resources
Peter C. Fishburn (1936--2021)
Obituary: Peter C. Fishburn (1936--2021)
Peter C. Fishburn (1936--2021)
Testing for risk aversion: A stochastic dominance approach
Optimal portfolio trading subject to stochastic dominance constraints under second‐order autoregressive price dynamics
Robust generalized Merton-type financial portfolio models with generalized utility
P-algorithm based on a simplicial statistical model of multimodal functions
The local geometry of multiattribute tradeoff preferences
Processing second-order stochastic dominance models using cutting-plane representations
The mathematical psychology of Peter Fishburn
Prospect and Markowitz stochastic dominance
Relaxation of stochastic dominance constraints via optimal mass transport
Approximation of functions defined in tabular form. II
Fifty years of multiple criteria decision analysis: from classical methods to robust ordinal regression
A smoothing algorithm for two-stage portfolio model with second-order stochastic dominance constraints
Reconciling Savage's and Luce's modeling of uncertainty: the best of both worlds
Dynamic portfolio optimization under stochastic dominance: impact of investment frequency and bankroll management
Analysis of multicriteria choice problems by methods of the theory of criteria importance, based on computer systems of decision-making support
Stochastic dominance with incomplete information on probabilities
Stochastic dominance and parameter estimation: The case of symmetric stable distributions
Almost stochastic dominance and stocks for the long run
Set choice problems with incomplete information about the preferences of the decision maker
Economically relevant preferences for all observed epsilon

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