Dominances stochastiques pour deux classes de fonctions d'utilité : concaves et convexes

K. Zaras

RAIRO - Operations Research - Recherche Opérationnelle (1989)

  • Volume: 23, Issue: 1, page 57-65
  • ISSN: 0399-0559

How to cite

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Zaras, K.. "Dominances stochastiques pour deux classes de fonctions d'utilité : concaves et convexes." RAIRO - Operations Research - Recherche Opérationnelle 23.1 (1989): 57-65. <http://eudml.org/doc/104954>.

@article{Zaras1989,
author = {Zaras, K.},
journal = {RAIRO - Operations Research - Recherche Opérationnelle},
keywords = {concave utility function; convex utility function; stochastic complementary dominances; utility functions},
language = {fre},
number = {1},
pages = {57-65},
publisher = {EDP-Sciences},
title = {Dominances stochastiques pour deux classes de fonctions d'utilité : concaves et convexes},
url = {http://eudml.org/doc/104954},
volume = {23},
year = {1989},
}

TY - JOUR
AU - Zaras, K.
TI - Dominances stochastiques pour deux classes de fonctions d'utilité : concaves et convexes
JO - RAIRO - Operations Research - Recherche Opérationnelle
PY - 1989
PB - EDP-Sciences
VL - 23
IS - 1
SP - 57
EP - 65
LA - fre
KW - concave utility function; convex utility function; stochastic complementary dominances; utility functions
UR - http://eudml.org/doc/104954
ER -

References

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  1. 1. M. ALLAIS, Le comportement de l'homme rationnel devant le risque, critique des postulats et axiomes de l'école américaine, Econometrica, (22), 1953. Zbl0050.36801
  2. 2. P. C. FISHBURN et KOCHENBERGER, Two Pieces Von Neumann-Morgerstern Utility Function, Decision Science, (10), 1979. 
  3. 3. J. HADAR et W. RUSSELL, Rules for Ordering Uncertain Prospect, American Econ. Rev., (59), 1969. Zbl0431.90012
  4. 4. D. KAHNEMAN et A. TVERSKY, Prospect Theory. An Analyse of Decision under Risk, Econometrica, (47), 1979. Zbl0411.90012
  5. 5. M. SHNEEWEISS, Entscheidungskriterien bei Risiko, Springer-Verlag, 1967. Zbl0147.17803MR241094
  6. 6. G. A. WHITMORE, Third-degree Stochastic Dominance, Amer. Econ. Rev., (60), 1970. 
  7. 7. K. ZARAS, The Second Stochastic Inverse Dominance in Expected Utility Analysis, Foundations of Control Engineering, vol. 12, n° 4, 1987. Zbl0664.90010MR945850

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