Statistical robustness in utility preference robust optimization models

Utility preference robust optimization (PRO) concerns decision making problems where information on decision maker’s utility preference is incomplete and has to be elicited through partial information and the optimal decision is based on the worst case utility function elicited. A key assumption in...

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Vydáno v:	Mathematical programming Ročník 190; číslo 1-2; s. 679 - 720
Hlavní autoři:	Guo, Shaoyan, Xu, Huifu
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Berlin/Heidelberg Springer Berlin Heidelberg 01.11.2021 Springer Nature B.V
Témata:	Calculus of Variations and Optimal Control; Optimization Combinatorics Continuity (mathematics) Decision making Estimators Full Length Paper Mathematical and Computational Physics Mathematical Methods in Physics Mathematics Mathematics and Statistics Mathematics of Computing Numerical Analysis Optimization Optimization models Perturbation Risk management Statistical analysis Theoretical 90C31 Qualitative statistical robustness 90C47 Quantitative statistical robustness 90C15 Uniform consistency PRO
ISSN:	0025-5610, 1436-4646
On-line přístup:	Získat plný text
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