collaborators

1 paper

math.OC2024

Multistage Robust Average Randomized Spectral Risk Optimization

Qiong Wu, Huifu Xu, Harry Zheng

In this paper, we revisit the multistage spectral risk minimization models proposed by Philpott et al.~\cite{PdF13} and Guigues and Römisch \cite{GuR12} but with some new focuses.…