Risk minimization, regret minimization and progressive hedging algorithms

Jie Sun 0001, Xinmin Yang, Qiang Yao, Min Zhang. Risk minimization, regret minimization and progressive hedging algorithms. Math. Program., 181(2):509-530, 2020. [doi]

Authors

Jie Sun 0001

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Xinmin Yang

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Qiang Yao

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Min Zhang

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