Risk minimization, regret minimization and progressive hedging algorithms

Risk minimization, regret minimization and progressive hedging algorithms

10.1007/s10107-020-01471-8

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Bibliographic Details
Main Authors: Sun, Jie, Yang, Xinmin, Yao, Qiang, Zhang, Min
Other Authors: DEAN'S OFFICE (SSH SCH OF PUBLIC HEALTH)
Format: Article
Language:English
Published: SPRINGER HEIDELBERG 2021
Subjects:
Science & Technology
Technology
Physical Sciences
Computer Science, Software Engineering
Operations Research & Management Science
Mathematics, Applied
Computer Science
Mathematics
Progressive hedging algorithm
Regret minimization
Risk measures
Stochastic optimization
Online Access:https://scholarbank.nus.edu.sg/handle/10635/191924
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Institution: National University of Singapore
Language: English

Internet

https://scholarbank.nus.edu.sg/handle/10635/191924

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