Technical Note—Generalized Efficient Solutions for Sums of Sets

Published Online:https://doi.org/10.1287/opre.28.3.844

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.

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