Third-degree stochastic dominance and axioms for a convex marginal utility function.
Lars Thorlund-PetersenPublished in: Math. Soc. Sci. (2001)
Keyphrases
- utility function
- stochastic dominance
- probability distribution
- random variables
- quasiconvex
- fuzzy random variables
- risk sensitive
- decision makers
- decision problems
- multi attribute
- decision theory
- convex optimization
- expected utility
- utility maximization
- risk aversion
- knowledge base
- optimization criterion
- makes sense
- risk averse
- preference elicitation
- graphical models
- bayesian networks
- risk neutral
- decision making