A composite risk measure framework for decision making under uncertainty
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Publication:2422609
DOI10.1007/s40305-018-0211-9zbMath1424.90141arXiv1501.01126OpenAlexW2962954426WikidataQ129515512 ScholiaQ129515512MaRDI QIDQ2422609
Zizhuo Wang, Peng-Yu Qian, ZaiWen Wen
Publication date: 20 June 2019
Published in: Journal of the Operations Research Society of China (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1501.01126
Decision theory (91B06) Stochastic programming (90C15) Management decision making, including multiple objectives (90B50)
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