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Utility preference robust optimization with moment-type information structure - MaRDI portal

Utility preference robust optimization with moment-type information structure

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Publication:6655196

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DOI10.1287/opre.2023.2464MaRDI QIDQ6655196

Sainan Zhang, Huifu Xu, Shao-Yan Guo

Publication date: 20 December 2024

Published in: Operations Research (Search for Journal in Brave)

zbMATH Keywords

error bounds tractability piecewise linear approximation data contamination MILP preference elicitation non-concave utility functions preference robust optimization preference inconsistency

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

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