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W e consider the problem of optimal decision making under uncertainty but assume that the decision maker's utility function is not completely known. Instead, we consider all the utilities that meet some criteria, such as preferring certain lotteries over other lotteries and being risk averse, S-shaped, or prudent. These criteria extend the ones used in the first-and second-order stochastic dominance framework. We then give tractable formulations for such decision-making problems. We formulatedoi:10.1287/mnsc.2014.2059 fatcat:b4cah5qtpzelfpq4bz62ki2zum