Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity.

Ruiwei Jiang Yongpei Guan

Published in: Oper. Res. (2018)

Keyphrases

risk averse
risk neutral
decision makers
utility function
risk aversion
stochastic programming
portfolio management
expected utility
multistage
multi objective
supply chain
decision theoretic