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20062023
most citedDecision Making under Uncertainty: A Game of Two Selves

4 citations · 14 across the 7 of their papers we have counts for

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Showing 2020 · math.PRShow all

1 paper · 2 filters

math.PR2020★ 1 cited

Minimal Quantile Functions Subject to Stochastic Dominance Constraints

Xiangyu Wang, Jianming Xia, Zuo Quan Xu +1

We consider a problem of finding an SSD (second-order stochastic dominance)-minimal quantile function subject to the mixture of FSD (first-order stochastic dominance) and SSD const…