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]
@article{SunYYZ20,
title = {Risk minimization, regret minimization and progressive hedging algorithms},
author = {Jie Sun 0001 and Xinmin Yang and Qiang Yao and Min Zhang},
year = {2020},
doi = {10.1007/s10107-020-01471-8},
url = {https://doi.org/10.1007/s10107-020-01471-8},
researchr = {https://researchr.org/publication/SunYYZ20},
cites = {0},
citedby = {0},
journal = {Math. Program.},
volume = {181},
number = {2},
pages = {509-530},
}