Technical Note—Generalized Efficient Solutions for Sums of Sets
D. J. White
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D. J. White: University of Manchester, Manchester, England
Operations Research, 1980, vol. 28, issue 3-part-ii, 844-846
Abstract:
Moskowitz developed a useful algorithm for finding admissible decision functions by viewing the expected utility vectors over a finite number of states as the sum of component vectors and developing a recurrence approach. This paper generalizes the results to sum set situations and corrects Moskowitz's proof.
Date: 1980
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Persistent link: https://EconPapers.repec.org/RePEc:inm:oropre:v:28:y:1980:i:3-part-ii:p:844-846
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