Utility preference robust optimization with moment-type information structure

DOI10.1287/OPRE.2023.2464MaRDI QIDQ6655196zbMATH OpenFDO

Authors Shao-Yan Guo, Huifu Xu, Sainan Zhang

Publication date 20 December 2024

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/OPRE.2023.2464

zbMATH Keywords

data contaminationerror boundsMILPnon-concave utility functionspiecewise linear approximationpreference elicitationpreference inconsistencypreference robust optimizationtractability

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

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(2)

• Preference ambiguity and robustness in multistage decision making
• Distributional utility preference robust optimization models in multi-attribute decision making

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