Hu, Jian; Homem-de-Mello, Tito; Mehrotra, Sanjay - In: European Journal of Operational Research 232 (2014) 3, pp. 572-583
The problem of comparing random vectors arises in many applications. We propose three new concepts of stochastically weighted dominance for comparing random vectors X and Y. The main idea is to use a random vector V to scalarize X and Y as VTX and VTY, and subsequently use available concepts...
