Utility Preference Robust Optimization with Moment-Type Information Structure.
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| Title: | Utility Preference Robust Optimization with Moment-Type Information Structure. |
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| 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 |
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| DOI: | 10.1287/opre.2023.2464 |