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"Risk minimization, regret minimization and progressive hedging algorithms."

Jie Sun et al. (2020)

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DOI: 10.1007/S10107-020-01471-8

access: closed

type: Journal Article

metadata version: 2020-10-26

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

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