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| Author: | Scarsini, M. |
| Title: | Dominance conditions for multivariate utility functions. |
| Journal: | Management Science
1988 : APR, VOL. 34:4, p. 454-460 |
| Index terms: | UTILITY ASSESSMENT MULTIATTRIBUTE MODELS |
| Language: | eng |
| Abstract: | Stochastic dominance has been extensively studied in the univariate case, that is, when the decision maker has to choose between random variables. Conditions of stochastic dominance are usually related to risk aversion. In the multivariate case few attempts have been performed of giving general conditions of stochastic dominance, but they generally do not refer to risk aversion, or they impose the condition that the utility functions represent the same preference ordering. There are provided some stochastic dominance condition under the assumption of multivariate risk aversion. |
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