Risk minimization, regret minimization and progressive hedging algorithms

10.1007/s10107-020-01471-8

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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:
Online Access:https://scholarbank.nus.edu.sg/handle/10635/191924
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Institution: National University of Singapore
Language: English
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spelling 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
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
language English
topic 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
spellingShingle 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
description 10.1007/s10107-020-01471-8
author2 DEAN'S OFFICE (SSH SCH OF PUBLIC HEALTH)
author_facet DEAN'S OFFICE (SSH SCH OF PUBLIC HEALTH)
Sun, Jie
Yang, Xinmin
Yao, Qiang
Zhang, Min
format Article
author Sun, Jie
Yang, Xinmin
Yao, Qiang
Zhang, Min
author_sort 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
title_full_unstemmed Risk minimization, regret minimization and progressive hedging algorithms
title_sort risk minimization, regret minimization and progressive hedging algorithms
publisher SPRINGER HEIDELBERG
publishDate 2021
url https://scholarbank.nus.edu.sg/handle/10635/191924
_version_ 1795301449946628096