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Robust CARA Optimization

Operations Research, 2021
Decision making under uncertainty involves both ambiguity and risk. In “Robust CARA Optimization,” Chen and Sim have developed innovative optimization models designed for ambiguity-averse decision makers whose risk preference is consistent with constant absolute risk aversion (CARA).
Li Chen, Melvyn Sim
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Robustness, Optimization, and Architectures

European Journal of Control, 2011
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lijun Chen 0001   +3 more
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An uncertain minimization problem: robust optimization versus optimization of robustness

Optimization Letters, 2022
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Moussa Barro, Sado Traoré
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