Multivariate decisions with unknown price vector

DOI10.1016/0165-1765(89)90166-3zbMATH Open1328.91049OpenAlexW2001237809MaRDI QIDQ902617FDOQ902617

Pietro Muliere, Marco Scarsini

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(89)90166-3

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16)

Cites Work

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• The Efficiency Analysis of Choices Involving Risk
• Stochastic inequalities on partially ordered spaces
• Positive dependence orderings
• Inequalities for distributions with given marginals
• Ordered Families of Distributions
• Inequalities for E k(X, Y) when the marginals are fixed
• Multivariate Risk Aversion, Utility Independence and Separable Utility Functions
• Stochastic Dominance Decision Rules when the Attributes are Utility Independent
• Dominance Conditions for Multivariate Utility Functions
• Multi-Period Stochastic Dominance
• Efficiency Analysis for Multivariate Distributions
• Stochastic Dominance and the Maximization of Expected Utility
• Ordering Uncertain Prospects: The Multivariate Utility Functions Case
• Multivariate decision-making
• Stochastic dominance with pair-wise risk aversion

Cited In (5)

• Majorization in economic disparity measures
• Dominance conditions in non-additive expected utility theory
• Hessian and increasing-Hessian orderings of scale-shape mixtures of multivariate skew-normal distributions and applications
• Stochastic dominance with nonadditive probabilities
• Linear orderings of the scale mixtures of the multivariate skew-normal distribution

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