most citedDistributionally Preference Robust Optimization in Multi-Attribute Decision Making

2 citations · 2 across the 1 of their papers we have counts for

collaborators

2 papers

math.OC2022★ 2 cited

Distributionally Preference Robust Optimization in Multi-Attribute Decision Making

Jian Hu, Dali Zhang, Huifu Xu +1

Utility preference robust optimization (PRO) has recently been proposed to deal with optimal decision making problems where the decision maker's (DM) preference over gains and loss…

math.OC2015

Reference-Based Almost Stochastic Dominance Rules with Application in Risk-Averse Optimization

Jian Hu, Gevorg Stepanyan

Stochastic dominance is a preference relation of uncertain prospect defined over a class of utility functions. While this utility class represents basic properties of risk aversion…