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Journal articles

A note on Bernoulli's principle and probability dominance

Marco Scarsini 1, 2 
1 GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC
2 Dipartimento di Scienze Economiche e Aziendali
Abstract : The concept of beta-dominance proposed by Wrather and Yu (Ref. 1) is shown to be not equivalent to that of expected utilities, which depend on the chosen alternative and the not chosen alternative.
Keywords : Expected utility regret probability dominance
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Journal articles
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https://hal-hec.archives-ouvertes.fr/hal-00542266
Contributor : Antoine Haldemann Connect in order to contact the contributor
Submitted on : Thursday, December 2, 2010 - 10:34:09 AM
Last modification on : Saturday, June 25, 2022 - 10:51:33 AM

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Marco Scarsini. A note on Bernoulli's principle and probability dominance. Journal of Optimization Theory and Applications, Springer Verlag, 1985, Vol 47, N°1, pp. 109-113. ⟨10.1007/BF00941319⟩. ⟨hal-00542266⟩

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