Stochastic Dominance Rules for Multi-attribute Utility Functions

DOI10.2307/2297262MaRDI QIDQ3048537zbMATH OpenOpenAlexFDO

Authors

Publication date 1978

Published in Review of Economic Studies (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2297262

zbMATH Keywords

multivariate utility functionsstochastic dominance rules

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of statistics to economics (62P20) Utility theory (91B16)

Cited in

(12)

• Stochastic dominance with pair-wise risk aversion
• Multivariate stochastic dominance with fixed dependence structure
• First-order dominance: stronger characterization and a bivariate checking algorithm
• Preference and veto thresholds in multicriteria analysis based on stochastic dominance
• Rough approximation of a preference relation by a multi-attribute dominance for deterministic, stochastic and fuzzy decision problems
• Modeling uncertainty in multi-criteria decision analysis
• Price index dispersion and utilitarian social evaluation
• INSDECM -- an interactive procedure for stochastic multicriteria decision problems
• PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS
• The mass transfer approach to multivariate discrete first order stochastic dominance: direct proof and implications
• Aspiration level approach in stochastic MCDM problems
• Multivariate decision-making under risk aversion

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