Decision making in an incompletely known stochastic system, II
S. Trybuła, K. Szajowski (1987)
Applicationes Mathematicae
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S. Trybuła, K. Szajowski (1987)
Applicationes Mathematicae
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Chi-Kwong Li, Wing-Keung Wong (2010)
RAIRO - Operations Research
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In this paper, we develop some stochastic dominance theorems for the location and scale family and linear combinations of random variables and for risk lovers as well as risk averters that extend results in Hadar and Russell (1971) and Tesfatsion (1976). The results are discussed and applied to decision-making.
Chi-Kwong Li, Wing-Keung Wong (1999)
RAIRO - Operations Research - Recherche Opérationnelle
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