On the Tradeoff Between Distributional Belief and Ambiguity: Conservatism, Finite-Sample Guarantees, and Asymptotic Properties
Published Online:24 Apr 2025https://doi.org/10.1287/ijoo.2024.0047
- Cited by
- European Journal of Operational Research, Vol. 334, No. 3
- 20 June 2025 | Production and Operations Management, Vol. 34, No. 11
Volume 7, Issue 3
Summer 2025
Pages 171-263, C2
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- Received:June 27, 2024
- Accepted:March 28, 2025
- Published Online:April 24, 2025
Copyright © 2025, INFORMS
Cite as
Man Yiu Tsang, Karmel S. Shehadeh (2025) On the Tradeoff Between Distributional Belief and Ambiguity: Conservatism, Finite-Sample Guarantees, and Asymptotic Properties. INFORMS Journal on Optimization 7(3):240-263.
https://doi.org/10.1287/ijoo.2024.0047
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The authors are grateful to the anonymous referees, editor, and associate editor for constructive comments and helpful suggestions. K. S. Shehadeh dedicates her effort in this paper to every little dreamer in the whole world who has a dream so big and so exciting. Believe in your dreams and do whatever it takes to achieve them—the best is yet to come for you.
