Metafrontier productivity indices: Questioning the common convexification strategy
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15 صفحه اولConvexification of Stochastic Ordering
We consider sets defined by the usual stochastic ordering relation and by the second order stochastic dominance relation. Under fairy general assumptions we prove that in the space of integrable random variables the closed convex hull of the first set is equal to the second set.
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ژورنال
عنوان ژورنال: European Journal of Operational Research
سال: 2020
ISSN: 0377-2217
DOI: 10.1016/j.ejor.2019.11.019