Preference Robust Modified Optimized Certainty Equivalent

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Bibliographic Details
Published in:SIAM journal on optimization 2022-12, Vol.32 (4), p.2662-2689
Main Authors: Wu, Qiong, Xu, Huifu
Format: Article
Language:English
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ISSN:1052-6234
1095-7189
DOI:10.1137/21M1448069