Stochastic dominance criteria can be, but seldom are explicitly, applied to problems having continuous variables. A previously developed model is modified to facilitate exploration of sets of shadow price vectors for decreasing (non-increasing) absolute risk aversion stochastic dominance (DSD), a combination, TGSD, of third degree stochastic dominance (TSD) and generalized stochastic dominance (GSD) and a combination, DGSD, of DSD and GSD. The model is illustrated by applying it to two risk efficient (primal) solutions of a problem by Anderson, Dillon and Hardaker. For each of the two primal solutions and, where relevant, three risk aversion coefficient intervals, selected aspects of the sets of shadow price vectors consistent with TSD, DSD, TGSD and DGSD are compared with each other and with sets of shadow price vectors consistent with GSD and second degree stochastic dominance (SSD).