{"paper":{"title":"Extreme-Case Distorted Utility under Moment Ambiguity","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.OC","authors_text":"Chung-Piaw Teo, Hui Shao, Yijie Peng, Zehao Li","submitted_at":"2026-06-23T08:18:20Z","abstract_excerpt":"Many operations decisions under distributional ambiguity, from pricing and inventory to capacity and contracting, evaluate an action through a tail-sensitive distorted utility of an uncertain payoff and hedge against the least favorable distribution consistent with a few known moments; the resulting worst-case evaluation is the inner problem of a moment-based distributionally robust decision. We study this inner problem, the extreme-case distorted utility under moment constraints, for a locally Lipschitz utility that may be nonsmooth and neither convex nor concave together with a general, poss"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2606.24294","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2606.24294/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}