Utility Preference Robust Optimization with Moment-Type Information Structure
Published Online:17 May 2023https://doi.org/10.1287/opre.2023.2464
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Volume 72, Issue 5
September-October 2024
Pages iii-vii, 1751-2261, C2-C3
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- Received:February 13, 2021
- Accepted:March 16, 2023
- Published Online:May 17, 2023
Copyright © 2023, INFORMS
Cite as
Shaoyan Guo, Huifu Xu, Sainan Zhang (2023) Utility Preference Robust Optimization with Moment-Type Information Structure. Operations Research 72(5):2241-2261.
https://doi.org/10.1287/opre.2023.2464
Keywords
The authors thank two anonymous referees for constructive comments, which help them significantly improve the paper. The authors also thank Erick Delage for a number of insightful comments during the revision of the paper.
