Distributional efficiency in multiobjective stochastic linear programming
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- Marco Scarsini, 1985.
"Stochastic dominance with pair-wise risk aversion,"
- Teghem, J. & Dufrane, D. & Thauvoye, M. & Kunsch, P., 1986. "Strange: An interactive method for multi-objective linear programming under uncertainty," European Journal of Operational Research, Elsevier, vol. 26(1), pages 65-82, July.
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- David Levhari & Jacob Paroush & Bezalel Peleg, 1975. "Efficiency Analysis for Multivariate Distributions," Review of Economic Studies, Oxford University Press, vol. 42(1), pages 87-91.
- William R. Russell & Tae Kun Seo, 1978. "Ordering Uncertain Prospects: The Multivariate Utility Functions Case," Review of Economic Studies, Oxford University Press, vol. 45(3), pages 605-610.
- Haim Levy & Jacob Paroush, 1974. "Multi-Period Stochastic Dominance," Management Science, INFORMS, vol. 21(4), pages 428-435, December.
- Stiglitz, Joseph E, 1969. "Behavior Towards Risk with Many Commodities," Econometrica, Econometric Society, vol. 37(4), pages 660-67, October.
- K. C. Mosler, 1984. "Stochastic Dominance Decision Rules when the Attributes are Utility Independent," Management Science, INFORMS, vol. 30(11), pages 1311-1322, November.
- Kihlstrom, Richard E. & Mirman, Leonard J., 1974. "Risk aversion with many commodities," Journal of Economic Theory, Elsevier, vol. 8(3), pages 361-388, July.
- Weber, Martin, 1987. "Decision making with incomplete information," European Journal of Operational Research, Elsevier, vol. 28(1), pages 44-57, January.
- Marco Scarsini, 1988.
"Dominance Conditions for Multivariate Utility Functions,"
INFORMS, vol. 34(4), pages 454-460, April.
- Marco Scarsini, 1988. "Dominance Conditions for Multivariate Utility Functions," Post-Print hal-00542237, HAL.
- Gal, Tomas, 1986. "On efficient sets in vector maximum problems -- A brief survey," European Journal of Operational Research, Elsevier, vol. 24(2), pages 253-264, February.
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