Pages that link to "Item:Q3217869"

The following pages link to Stochastic Dominance Decision Rules when the Attributes are Utility Independent (Q3217869):

Displaying 18 items.

• Solution approaches for the multiobjective stochastic programming (Q421694) (← links)
• Preserving the Rothschild-Stiglitz type increase in risk with background risk: a characterization (Q506061) (← links)
• The mass transfer approach to multivariate discrete first order stochastic dominance: direct proof and implications (Q617625) (← links)
• Multivariate decisions with unknown price vector (Q902617) (← links)
• Decision making with incomplete information (Q1083337) (← links)
• Multivariate stochastic dominance with fixed dependence structure (Q1109659) (← links)
• Distributional efficiency in multiobjective stochastic linear programming (Q1127138) (← links)
• Dominance conditions in non-additive expected utility theory (Q1190234) (← links)
• On risk aversion with two risks (Q1300410) (← links)
• An interactive decision procedure with multiple attributes under risk (Q1339172) (← links)
• Orthant orderings of discrete random vectors (Q1368883) (← links)
• First-order dominance: stronger characterization and a bivariate checking algorithm (Q1717226) (← links)
• Multiattribute utility functions, partial information on coefficients, and efficient choice (Q1814247) (← links)
• Weak stochastic ordering for multidimensional Markov chains (Q1919175) (← links)
• Multivariate Concave and Convex Stochastic Dominance (Q2841946) (← links)
• Stochastic dominance with nonadditive probabilities (Q4201809) (← links)
• Ordering distributions by scaled order statistics (Q4721381) (← links)
• Robust generalized Merton-type financial portfolio models with generalized utility (Q6148775) (← links)