Theoretical Foundation of Uncertain Dominance
نویسندگان
چکیده
In this paper, uncertain dominance is introduced, which is a new ranking criterion for uncertain variables. Some properties of uncertain dominance are investigated. Necessary and sufficient conditions for lower order uncertain dominance are given, and for higher order uncertain dominance, we give two necessary conditions. And we give an example of portfolio for its application.
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تاریخ انتشار 2009