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

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