Optimal payoffs under smooth ambiguity

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},
}