State Key Laboratory of Desert and Oasis Ecology

most citedRisk Minimization, Regret Minimization and Progressive Hedging Algorithms

8 citations

researchers with a paper here

Jie Sun1 · h 3
Qiang Yao1 · h 9
Xin-min Yang1 · h 30

collaborating institutions

Chinese Academy of SciencesCN1 paper
Chongqing Normal UniversityCN1 paper
Curtin UniversityAU1 paper
East China Normal UniversityCN1 paper
National University of SingaporeSG1 paper
New York UniversityUS1 paper
New York University ShanghaiCN1 paper
University of Chinese Academy of SciencesCN1 paper
Xinjiang Institute of Ecology and GeographyCN1 paper

1 paper

q-fin.MF2017★ 8 cited

Risk Minimization, Regret Minimization and Progressive Hedging Algorithms

Jie Sun, Xinmin Yang, Qiang Yao +1

This paper begins with a study on the dual representations of risk and regret measures and their impact on modeling multistage decision making under uncertainty. A relationship bet…