Robust decision making using a general utility set
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Publication:1750483
DOI10.1016/J.EJOR.2018.02.018zbMATH Open1390.91107OpenAlexW2189570577MaRDI QIDQ1750483FDOQ1750483
Manish Kumar Bansal, Sanjay Mehrotra, Jian Hu
Publication date: 22 May 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2018.02.018
Decision theory (91B06) Portfolio theory (91G10) Stochastic programming (90C15) Utility theory (91B16)
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Cited In (12)
- Statistical robustness in utility preference robust optimization models
- Modeling stochastic dominance as infinite-dimensional constraint systems via the Strassen theorem
- Service center location problems with decision dependent utilities and a pandemic case study
- Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making
- An almost robust model for minimizing disruption exposures in supply systems
- Recent advances in robust optimization: an overview
- A Data-Driven Functionally Robust Approach for Simultaneous Pricing and Order Quantity Decisions with Unknown Demand Function
- Robust solutions and methods in decision-aid
- Preference Robust Modified Optimized Certainty Equivalent
- Preference Robust Optimization for Choice Functions on the Space of CDFs
- A general utility function for decision-making
- Title not available (Why is that?)
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