Utility preference robust optimization with moment-type information structure
Year of publication: |
2024
|
---|---|
Authors: | Guo, Shaoyan ; Xu, Huifu ; Zhang, Sainan |
Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 72.2024, 5, p. 2241-2261
|
Subject: | data contamination | error bounds | MILP | non-concave utility functions | Optimization | piecewise linear approximation | preference elicitation | preference inconsistency | preference robust optimization | tractability | Präferenztheorie | Theory of preferences | Nutzenfunktion | Utility function | Robustes Verfahren | Robust statistics | Mathematische Optimierung | Mathematical programming | Nutzen | Utility |
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