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Showing 1 to 1 of 1 for “"Distributionally Risk-Receptive Optimization"”.
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Algorithms for Distributionally Risk-Receptive and Robust Stochastic Integer Programs and Interdiction Problems
… problems. We introduce models within both distributionally risk-receptive (DRR) and distributionally robust optimization (DRO) frameworks, allowing for an adjustment of decision-maker's risk attitudes in adversarial settings. A key contribution is the study of an optimistic perspective, …