Preference Robust Modified Optimized Certainty Equivalent (Q5051376)
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scientific article; zbMATH DE number 7622377
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Preference Robust Modified Optimized Certainty Equivalent |
scientific article; zbMATH DE number 7622377 |
Statements
Preference Robust Modified Optimized Certainty Equivalent (English)
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23 November 2022
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robust modified optimized certainty equivalent
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ambiguity of utility function
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Kantorovich ball
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piecewise linear approximation
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error bounds
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statistical robustness
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