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

Crossref DOI link: https://doi.org/10.1007/s10287-023-00475-x

Published Online: 2023-10-05

Published Print: 2023-12

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Wang, Wei https://orcid.org/0000-0002-4213-7799
Xu, Huifu https://orcid.org/0000-0001-8307-2920
Funding

Funding for this research was provided by:

RGC (14500620)
License Information

Text and Data Mining valid from 2023-10-05

Version of Record valid from 2023-10-05
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Article History

Received: 10 August 2022

Accepted: 14 August 2023

First Online: 5 October 2023