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Utility preference robust optimization with moment-type information structure
Guo, Shaoyan
;
Xu, Huifu
;
Zhang, Sainan
- In:
Operations research
72
(
2024
)
5
,
pp. 2241-2261
Persistent link: https://www.econbiz.de/10015361808
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Shortfall risk models when information on loss function is incomplete
Delage, Erick
;
Guo, Shaoyan
;
Xu, Huifu
- In:
Operations research
70
(
2022
)
6
,
pp. 3511-3518
Persistent link: https://www.econbiz.de/10014307925
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