变换的二阶随机占优判定方法的再探讨  

A Remark on the Second Degree Stochastic Dominance Criterion for the Most General Transformations

作　　者：高建伟[1] 赵峰 谷云东[2] GAO Jian-wei 1, ZHAO Feng 1, GU Yun-dong 2(1. School of Economics and Management, North China Electric Power University, Beijing 102206, China ;2. School of Mathematics and Physics, North China Electric Power University, Beijing 102206, Chin)

机构地区：[1]华北电力大学经济与管理学院,北京102206 [2]华北电力大学数理学院,北京102206

出　　处：《数学的实践与认识》2018年第6期96-101,共6页Mathematics in Practice and Theory

基　　金：国家自然科学基金(71671064);北京市人文社会科学重大项目(15ZDA19);中央高校基本科研业务专项资金项目(2015ms51,JB2015157);中央高校基本科研业务费重大项目;新能源电力与低碳发展研究北京市重点实验室(华北电力大学)

摘　　要：通过两个反例从不同角度指出相关文献给出的关于一般变换的二阶随机占优的判定准则是错误的；并通过区分变换的单调性，分别给出单调递增与单调递减两种情形下二阶随机占优关系的判定方法．Two counterexamples axe presented to show that the second degree stochastic dominance criterition for the most general transformations, proposed by Theorem 5 of Levy （1992）, is not true. Then, by restricting the monotone property of the dominating transformation, two second degree stochastic dominance criteria are proposed for increasing and decreasing transformations, respectively.

关 键 词：随机占优 变换 单调性 期望效用 

分 类 号：F224[经济管理—国民经济]