Preference Robust Modified Optimized Certainty Equivalent
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Publication:5051376
DOI10.1137/21M1448069MaRDI QIDQ5051376
Publication date: 23 November 2022
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2203.10762
error boundspiecewise linear approximationstatistical robustnessKantorovich ballambiguity of utility functionrobust modified optimized certainty equivalent
Analysis of algorithms and problem complexity (68Q25) Graph theory (including graph drawing) in computer science (68R10) Computer graphics; computational geometry (digital and algorithmic aspects) (68U05)
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Cites Work
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