Utility Preference Robust Optimization with Moment-Type Information Structure.

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Bibliographic Details
Title: Utility Preference Robust Optimization with Moment-Type Information Structure.
Authors: Guo, Shaoyan1 (AUTHOR) syguo@dlut.edu.cn, Xu, Huifu2 (AUTHOR) hfxu@se.cuhk.edu.hk, Zhang, Sainan2 (AUTHOR) snzhang@se.cuhk.edu.hk
Source: Operations Research. Sep/Oct2024, Vol. 72 Issue 5, p2241-2261. 21p.
Database: Business Source Ultimate
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ISSN:0030364X
DOI:10.1287/opre.2023.2464