An Chen, Steven Vanduffel, Morten C. Wilke. Optimal payoffs under smooth ambiguity. European Journal of Operational Research, 320(3):754-764, 2025. [doi]
@article{ChenVW25, title = {Optimal payoffs under smooth ambiguity}, author = {An Chen and Steven Vanduffel and Morten C. Wilke}, year = {2025}, doi = {10.1016/j.ejor.2024.08.008}, url = {https://doi.org/10.1016/j.ejor.2024.08.008}, researchr = {https://researchr.org/publication/ChenVW25}, cites = {0}, citedby = {0}, journal = {European Journal of Operational Research}, volume = {320}, number = {3}, pages = {754-764}, }