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DAS presents - Multivariate almost stochastic dominance: review and current work
Stochastic dominance (SD) is a useful concept, especially in a multivariate context, where assessing multiattribute utility is challenging and different stakeholders might have divergent views. However, applying multivariate SD is difficult for three reasons: First, often distributions, even if fully known, cannot be ranked (e.g., by first-order SD). Second, easily verifiable integral conditions for multivariate SD often do not exist. Third, full information about multivariate distributions (including dependence structure) is difficult (and often impossible) to obtain. We will discuss how the concept of almost SD helps to overcome these challenges.

Co-authors: Alfred Mü ller, Marco Scarsini, Robert Winkler

Dec 2, 2021 12:00 PM in Eastern Time (US and Canada)

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