Pages that link to "Item:Q3792442"

The following pages link to Dominance Conditions for Multivariate Utility Functions (Q3792442):

Displaying 19 items.

• Solution approaches for the multiobjective stochastic programming (Q421694) (← links)
• Elementary multivariate rearrangements and stochastic dominance on a Fréchet class (Q435907) (← 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)
• 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)
• A class of bivariate stochastic orderings, with applications in actuarial sciences (Q1293810) (← links)
• On risk aversion with two risks (Q1300410) (← 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)
• On expected utility for financial insurance portfolios with stochastic dependencies (Q2379540) (← links)
• Comparative ross risk aversion in the presence of mean dependent risks (Q2444695) (← links)
• Multivariate Concave and Convex Stochastic Dominance (Q2841946) (← links)
• Stochastic dominance with nonadditive probabilities (Q4201809) (← links)
• Decomposing the Cross Derivatives of a Multiattribute Utility Function into Risk Attitude and Value (Q4691929) (← links)
• Robust generalized Merton-type financial portfolio models with generalized utility (Q6148775) (← links)