Statistical robustness in utility preference robust optimization models
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Publication:2235161
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Cites work
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Cited in
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- Mathematical programs with distributionally robust chance constraints: statistical robustness, discretization and reformulation
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- Utility preference robust optimization with moment-type information structure
- A distributionally robust area under curve maximization model
- Existence and approximation of continuous Bayesian Nash equilibria in games with continuous type and action spaces
- Distributionally robust expected residual minimization for stochastic variational inequality problems
- Data-driven distributionally robust multiproduct pricing problems under pure characteristics demand models
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- Data-based prediction under uncertainty: CDF-quantile distributions and info-gap robustness
- Data perturbations in stochastic generalized equations: statistical robustness in static and sample average approximated models
- Statistical robustness of two-stage stochastic variational inequalities
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