Risk minimization, regret minimization and progressive hedging algorithms
10.1007/s10107-020-01471-8
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2021
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sg-nus-scholar.10635-1919242024-03-26T08:53:29Z Risk minimization, regret minimization and progressive hedging algorithms Sun, Jie Yang, Xinmin Yao, Qiang Zhang, Min DEAN'S OFFICE (SSH SCH OF PUBLIC HEALTH) CHEMICAL & BIOMOLECULAR ENGINEERING THE LOGISTICS INSTITUTE - ASIA PACIFIC 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 10.1007/s10107-020-01471-8 MATHEMATICAL PROGRAMMING 181 2 509-530 2021-06-09T08:45:15Z 2021-06-09T08:45:15Z 2020-02-11 2021-06-07T09:05:42Z Article Sun, Jie, Yang, Xinmin, Yao, Qiang, Zhang, Min (2020-02-11). Risk minimization, regret minimization and progressive hedging algorithms. MATHEMATICAL PROGRAMMING 181 (2) : 509-530. ScholarBank@NUS Repository. https://doi.org/10.1007/s10107-020-01471-8 00255610 14364646 https://scholarbank.nus.edu.sg/handle/10635/191924 en SPRINGER HEIDELBERG Elements |
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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 |
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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 Sun, Jie Yang, Xinmin Yao, Qiang Zhang, Min Risk minimization, regret minimization and progressive hedging algorithms |
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10.1007/s10107-020-01471-8 |
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DEAN'S OFFICE (SSH SCH OF PUBLIC HEALTH) |
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DEAN'S OFFICE (SSH SCH OF PUBLIC HEALTH) Sun, Jie Yang, Xinmin Yao, Qiang Zhang, Min |
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Article |
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Sun, Jie Yang, Xinmin Yao, Qiang Zhang, Min |
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Sun, Jie |
title |
Risk minimization, regret minimization and progressive hedging algorithms |
title_short |
Risk minimization, regret minimization and progressive hedging algorithms |
title_full |
Risk minimization, regret minimization and progressive hedging algorithms |
title_fullStr |
Risk minimization, regret minimization and progressive hedging algorithms |
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Risk minimization, regret minimization and progressive hedging algorithms |
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risk minimization, regret minimization and progressive hedging algorithms |
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SPRINGER HEIDELBERG |
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2021 |
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https://scholarbank.nus.edu.sg/handle/10635/191924 |
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