Date of Award
Doctor of Philosophy
In this work the general problem of finding bounds for;(DIAGRAM, TABLE OR GRAPHIC OMITTED...PLEASE SEE DAI);where g is given and;(DIAGRAM, TABLE OR GRAPHIC OMITTED...PLEASE SEE DAI);is considered. A solution is proposed for a certain class of functions, g. This is applied to utility analysis, and it is shown that a utility function which exhibits decreasing absolute risk aversion is a member of that class. Other general fields of application, including reliability, are also discussed.
Digital Repository @ Iowa State University, http://lib.dr.iastate.edu/
Michael D. Hale
Hale, Michael D., "Attainable bounds for generalized moments via mathematical programming " (1982). Retrospective Theses and Dissertations. 7044.