Higher-degree stochastic dominance optimality and efficiency
Year of publication: |
16 September 2017
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Authors: | Fang, Yi ; Post, Thierry |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 261.2017, 3 (16.9.), p. 984-993
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Subject: | Decision analysis | Stochastic dominance | Expected utility | Linear programming | Convex quadratic programming | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Erwartungsnutzen | Entscheidung | Decision | Stochastischer Prozess | Stochastic process |
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