Robust decision making using a general utility set
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Publication:1750483
DOI10.1016/j.ejor.2018.02.018zbMath1390.91107OpenAlexW2189570577MaRDI QIDQ1750483
Manish Bansal, Sanjay Mehrotra, Jian Hu
Publication date: 22 May 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2018.02.018
Decision theory (91B06) Stochastic programming (90C15) Utility theory (91B16) Portfolio theory (91G10)
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