Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making

Wei Wang 0324, Huifu Xu. Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making. Comput. Manag. Science, 20(1):45, December 2023. [doi]

@article{WangX23-25,
  title = {Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making},
  author = {Wei Wang 0324 and Huifu Xu},
  year = {2023},
  month = {December},
  doi = {10.1007/s10287-023-00475-x},
  url = {https://doi.org/10.1007/s10287-023-00475-x},
  researchr = {https://researchr.org/publication/WangX23-25},
  cites = {0},
  citedby = {0},
  journal = {Comput. Manag. Science},
  volume = {20},
  number = {1},
  pages = {45},
}