Optimization with Reference-Based Robust Preference Constraints
Author:
Funder
National Science Foundation
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Theoretical Computer Science,Software
Link
https://epubs.siam.org/doi/pdf/10.1137/16M1105050
Reference45 articles.
1. Decision Making Under Uncertainty When Preference Information Is Incomplete
2. Optimal rules for ordering uncertain prospects
3. Robust Convex Optimization
4. Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion
5. Robust linear optimization under general norms
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