Ambiguity in risk preferences in robust stochastic optimization

William B. Haskell, Lunce Fu, Maged Dessouky. Ambiguity in risk preferences in robust stochastic optimization. European Journal of Operational Research, 254(1):214-225, 2016. [doi]

@article{HaskellFD16,
  title = {Ambiguity in risk preferences in robust stochastic optimization},
  author = {William B. Haskell and Lunce Fu and Maged Dessouky},
  year = {2016},
  doi = {10.1016/j.ejor.2016.03.016},
  url = {http://dx.doi.org/10.1016/j.ejor.2016.03.016},
  researchr = {https://researchr.org/publication/HaskellFD16},
  cites = {0},
  citedby = {0},
  journal = {European Journal of Operational Research},
  volume = {254},
  number = {1},
  pages = {214-225},
}