Preference Robust Modified Optimized Certainty Equivalent

Saved in:
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
Citations: Items that this one cites
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
cited_by
cites cdi_FETCH-LOGICAL-c226t-6833ad130be8abd57d0e66bd154f29b47c3231dd485886361a620ddc482b0ed13
container_end_page 2689
container_issue 4
container_start_page 2662
container_title SIAM journal on optimization
container_volume 32
creator Wu, Qiong
Xu, Huifu
description
doi_str_mv 10.1137/21M1448069
format article
fullrecord <record><control><sourceid>crossref</sourceid><recordid>TN_cdi_crossref_primary_10_1137_21M1448069</recordid><sourceformat>XML</sourceformat><sourcesystem>PC</sourcesystem><sourcerecordid>10_1137_21M1448069</sourcerecordid><originalsourceid>FETCH-LOGICAL-c226t-6833ad130be8abd57d0e66bd154f29b47c3231dd485886361a620ddc482b0ed13</originalsourceid><addsrcrecordid>eNpFj01LAzEURYMoWKsbf8GshdH3kkwmWcpQP6ClIroekskbiLQzNUmF-uudouDqns293MPYNcItoqjvOK5QSg3KnLAZgqnKGrU5PXLFS8WFPGcXKX0AgDZKz5h5idRTpKGj4nV0-5SL1ehDH8gX610O2_A9UUMx2zDkQ7H43Icvu6EhX7Kz3m4SXf3lnL0_LN6ap3K5fnxu7pdlx7nKpdJCWI8CHGnrfFV7IKWcx0r23DhZd4IL9F7qSmslFFrFwftOau6ApuKc3fzudnFMaXrb7mLY2nhoEdqjdPsvLX4AZctI5w</addsrcrecordid><sourcetype>Aggregation Database</sourcetype><iscdi>true</iscdi><recordtype>article</recordtype></control><display><type>article</type><title>Preference Robust Modified Optimized Certainty Equivalent</title><source>SIAM Journals Archive</source><creator>Wu, Qiong ; Xu, Huifu</creator><creatorcontrib>Wu, Qiong ; Xu, Huifu</creatorcontrib><identifier>ISSN: 1052-6234</identifier><identifier>EISSN: 1095-7189</identifier><identifier>DOI: 10.1137/21M1448069</identifier><language>eng</language><ispartof>SIAM journal on optimization, 2022-12, Vol.32 (4), p.2662-2689</ispartof><lds50>peer_reviewed</lds50><oa>free_for_read</oa><woscitedreferencessubscribed>false</woscitedreferencessubscribed><cites>FETCH-LOGICAL-c226t-6833ad130be8abd57d0e66bd154f29b47c3231dd485886361a620ddc482b0ed13</cites><orcidid>0000-0001-8307-2920</orcidid></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><link.rule.ids>314,777,781,3172,27905,27906</link.rule.ids></links><search><creatorcontrib>Wu, Qiong</creatorcontrib><creatorcontrib>Xu, Huifu</creatorcontrib><title>Preference Robust Modified Optimized Certainty Equivalent</title><title>SIAM journal on optimization</title><issn>1052-6234</issn><issn>1095-7189</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2022</creationdate><recordtype>article</recordtype><recordid>eNpFj01LAzEURYMoWKsbf8GshdH3kkwmWcpQP6ClIroekskbiLQzNUmF-uudouDqns293MPYNcItoqjvOK5QSg3KnLAZgqnKGrU5PXLFS8WFPGcXKX0AgDZKz5h5idRTpKGj4nV0-5SL1ehDH8gX610O2_A9UUMx2zDkQ7H43Icvu6EhX7Kz3m4SXf3lnL0_LN6ap3K5fnxu7pdlx7nKpdJCWI8CHGnrfFV7IKWcx0r23DhZd4IL9F7qSmslFFrFwftOau6ApuKc3fzudnFMaXrb7mLY2nhoEdqjdPsvLX4AZctI5w</recordid><startdate>20221201</startdate><enddate>20221201</enddate><creator>Wu, Qiong</creator><creator>Xu, Huifu</creator><scope>AAYXX</scope><scope>CITATION</scope><orcidid>https://orcid.org/0000-0001-8307-2920</orcidid></search><sort><creationdate>20221201</creationdate><title>Preference Robust Modified Optimized Certainty Equivalent</title><author>Wu, Qiong ; Xu, Huifu</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c226t-6833ad130be8abd57d0e66bd154f29b47c3231dd485886361a620ddc482b0ed13</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2022</creationdate><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Wu, Qiong</creatorcontrib><creatorcontrib>Xu, Huifu</creatorcontrib><collection>CrossRef</collection><jtitle>SIAM journal on optimization</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Wu, Qiong</au><au>Xu, Huifu</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Preference Robust Modified Optimized Certainty Equivalent</atitle><jtitle>SIAM journal on optimization</jtitle><date>2022-12-01</date><risdate>2022</risdate><volume>32</volume><issue>4</issue><spage>2662</spage><epage>2689</epage><pages>2662-2689</pages><issn>1052-6234</issn><eissn>1095-7189</eissn><doi>10.1137/21M1448069</doi><tpages>28</tpages><orcidid>https://orcid.org/0000-0001-8307-2920</orcidid><oa>free_for_read</oa></addata></record>
fulltext fulltext
identifier ISSN: 1052-6234
ispartof SIAM journal on optimization, 2022-12, Vol.32 (4), p.2662-2689
issn 1052-6234
1095-7189
language eng
recordid cdi_crossref_primary_10_1137_21M1448069
source SIAM Journals Archive
title Preference Robust Modified Optimized Certainty Equivalent
url http://sfxeu10.hosted.exlibrisgroup.com/loughborough?ctx_ver=Z39.88-2004&ctx_enc=info:ofi/enc:UTF-8&ctx_tim=2025-01-19T19%3A08%3A51IST&url_ver=Z39.88-2004&url_ctx_fmt=infofi/fmt:kev:mtx:ctx&rfr_id=info:sid/primo.exlibrisgroup.com:primo3-Article-crossref&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.genre=article&rft.atitle=Preference%20Robust%20Modified%20Optimized%20Certainty%20Equivalent&rft.jtitle=SIAM%20journal%20on%20optimization&rft.au=Wu,%20Qiong&rft.date=2022-12-01&rft.volume=32&rft.issue=4&rft.spage=2662&rft.epage=2689&rft.pages=2662-2689&rft.issn=1052-6234&rft.eissn=1095-7189&rft_id=info:doi/10.1137/21M1448069&rft_dat=%3Ccrossref%3E10_1137_21M1448069%3C/crossref%3E%3Cgrp_id%3Ecdi_FETCH-LOGICAL-c226t-6833ad130be8abd57d0e66bd154f29b47c3231dd485886361a620ddc482b0ed13%3C/grp_id%3E%3Coa%3E%3C/oa%3E%3Curl%3E%3C/url%3E&rft_id=info:oai/&rft_id=info:pmid/&rfr_iscdi=true