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Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making

Wang, Wei; Xu, Huifu - In: Computational management science 20 (2023) 1, pp. 1-51

Persistent link: https://www.econbiz.de/10014393426

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

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

Preference robust distortion risk measure and its application

Wang, Wei; Xu, Huifu - In: Mathematical finance : an international journal of … 33 (2023) 2, pp. 389-434

Persistent link: https://www.econbiz.de/10014278678

Preference Robust Optimization for Choice Functions on the Space of CDFs

Haskell, William B.; Xu, Huifu; Huang, Wenjie - 2022

In this paper, we consider decision-making problems where the decision maker’s (DM) utility/risk preferences are ambiguous but can be described by a general class of choice functions deﬁned over the space of cumulative distribution functions (CDFs) of random prospects. These choice functions...

Persistent link: https://www.econbiz.de/10014244899

Matrix representation of conflict resolution in multiple-decision-maker graph models with preference uncertainty

Xu, Haiyan; Kilgour, D. Marc; Hipel, Keith W. - In: Group decision and negotiation 20 (2011) 6, pp. 755-779

Persistent link: https://www.econbiz.de/10009381401