Dominance Conditions for Multivariate Utility Functions
给出了在假设k元风险厌恶（k=1到n）时，n元效用函数的随机占优条件，这些条件通过分布函数比较和同一概率空间上的随机变量比较来表达。
Stochastic dominance conditions are given for n-variate utility functions, when k-variate risk aversion is assumed for k = 1, 2, …, n. These conditions are expressed through a comparison of distribution functions, as in the well-known univariate case, and through a comparison of random variables defined on the same probability space.