Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making

DOI10.1007/s10287-023-00475-xMaRDI QIDQ6060555

Huifu Xu, Wei Wang

Publication date: 3 November 2023

Published in: Computational Management Science (Search for Journal in Brave)

zbMATH Keywords

Anscombe-Aumann's frameworkdependent joint ambiguity setPRSDRMSDRMstate-dependent actstate-dependent preference

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

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