Preference Robust Optimization for Choice Functions on the Space of CDFs
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- scientific article; zbMATH DE number 605729 (Why is no real title available?)
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
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- State of the Art—Utility Assessment Methods
- Statistical robustness in utility preference robust optimization models
- The Dual Theory of Choice under Risk
Cited in
(13)- Robust decision making using a general utility set
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- Ambiguity in risk preferences in robust stochastic optimization
- Optimization with reference-based robust preference constraints
- scientific article; zbMATH DE number 910775 (Why is no real title available?)
- Preference robust models in multivariate utility-based shortfall risk minimization
- Preference Robust Modified Optimized Certainty Equivalent
- Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making
- A variational approach to a cumulative distribution function estimation problem under stochastic ambiguity
- Utility preference robust optimization with moment-type information structure
- Distributional utility preference robust optimization models in multi-attribute decision making
- Bi-attribute utility preference robust optimization: a continuous piecewise linear approximation approach
- A preference ranking model based on both mean-variance analysis and cumulative distribution function using simulation
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