Developing reward-risk aversion distributionally robust contract design models under ambiguous output probabilities
| Year of publication: |
2025
|
|---|---|
| Authors: | Liu, Naiqi ; Tang, Wansheng ; Lan, Yanfei |
| Published in: |
Computers & operations research : an international journal. - Amsterdam [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 1499736-8. - Vol. 180.2025, Art.-No. 107061, p. 1-27
|
| Subject: | Ambiguity set | Benders decomposition | Distributionally robust contract design | Reward-risk model | Risk measure | Risiko | Risk | Robustes Verfahren | Robust statistics | Dekompositionsverfahren | Decomposition method | Entscheidung unter Unsicherheit | Decision under uncertainty | Vertragstheorie | Contract theory | Risikoaversion | Risk aversion | Vertrag | Contract | Statistische Verteilung | Statistical distribution |
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