to account for tail risks associated with an uncertain loss. With limited data, the empirical entropic risk estimator, i.e. replacing the expectation in the ...
Proceedings of the 41st International Conference on Machine Learning, [International Conference on Machine Learning Logo] Proceedings of Machine Learning Research , 235, Vienna, Austria, 40982–40999, 2024
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Congratulations to Mehran Poursoltani who won the 2022 Esdras-Minville Award from HEC Montréal for the article co-authored with professors Erick Delage and Angelos Georghiou entitled "Risk-Averse Regret Minimization in Multistage Stochastic Programs". It was published in the journal Operations Research.
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