Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making (Q6060555)
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scientific article; zbMATH DE number 7760921
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making |
scientific article; zbMATH DE number 7760921 |
Statements
Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making (English)
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3 November 2023
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state-dependent act
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Anscombe-Aumann's framework
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state-dependent preference
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SDRM
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PRSDRM
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dependent joint ambiguity set
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