Applying the Minimum Risk Criterion in Stochastic Recourse Programs.

Morten Riis Rüdiger Schultz

Published in: Comput. Optim. Appl. (2003)

Keyphrases

minimum risk
minimax regret
stochastic programming
stage stochastic programs
multistage
linear program
linear programming
robust optimization
utility function
optimization criterion
decision trees
training set
text classification