Stochastic dominance with linear partial information

DOI10.1016/0377-2217(86)90214-6MaRDI QIDQ1067970zbMATH OpenOpenAlexFDO

Authors A. D. Pearman, Z. W. Kmietowicz

Publication date 1986

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-2217(86)90214-6

zbMATH Keywords

financestochastic dominanceinvestmentlinear constraints on probabilities of eventslinear partial information

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50)

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Cites work

• scientific article; zbMATH DE number 3835691 (Why is no real title available?)
• scientific article; zbMATH DE number 3240941 (Why is no real title available?)
• Decision Making with Linear Partial Information (L.P.I.)
• Decision Theory and Weak Statistical Dominance
• Entscheidungen bei unvollständiger Information
• Sensitivity of Decisions to Probability Estimation Errors: A Reexamination

Cited in

(19)

• Decision making under uncertainty with unknown utility function and rank-ordered probabilities
• Pseudo stochastic dominance. Applications
• What if we only have approximate stochastic dominance?
• scientific article; zbMATH DE number 4185340 (Why is no real title available?)
• Stochastic dominance with incomplete information on probabilities
• Stochastic dominance with imprecise information
• Tools for interactive multiattribute decision making with incompletely identified information
• Clear preferences under partial distribution information
• An interactive procedure for multiple attribute group decision making with incomplete information: Range-based approach
• Fuzzy optimization: An appraisal
• Stochastic dominance representation of optimistic belief: theory and applications
• Decision making with imprecise probabilities and utilities by means of statistical preference and stochastic dominance
• Portfolio diversification based on stochastic dominance under incomplete probability information
• Multiattribute utility functions, partial information on coefficients, and efficient choice
• Dynamic stochastic dominance in bandit decision problems
• scientific article; zbMATH DE number 3878662 (Why is no real title available?)
• Determining statistical dominance by linear programming
• Stochastically weighted stochastic dominance concepts with an application in capital budgeting
• Scelta tra alternative incerte con informazioni parziali sulle funzioni di utilità

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