Technical note -- Risk-averse regret minimization in multistage stochastic programs

DOI10.1287/OPRE.2022.2429MaRDI QIDQ6598925zbMATH OpenFDO

Authors M. Poursoltani, Erick Delage, Angelos Georghiou

Publication date 5 September 2024

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/OPRE.2022.2429

zbMATH Keywords

multistage stochastic programmingregret minimizationrisk measuresrobust optimization

Mathematics Subject Classification ID

Stochastic programming (90C15) Robustness in mathematical programming (90C17)

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Cited in

(1)

• Operating room planning problem under uncertainty: a regret minimization model

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