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Risk-averse regret minimization in multi-stage stochastic programs
Poursoltani, Mehran
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Delage, Erick
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Georghiou, Angelos
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2021
Persistent link: https://www.econbiz.de/10012939439
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Mitigating optimistic bias in entropic risk estimation and optimization with an application to insurance
Sadana, Utsav
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Delage, Erick
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Georghiou, Angelos
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2024
Persistent link: https://www.econbiz.de/10015190378
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