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 ...
Within the context of optimization under uncertainty, a well-known alternative to minimizing expected value or the worst-case scenario consists in minimizing...
Félicitations à Mehran Poursoltani qui a obtenu le Prix Esdras-Minville 2022 de HEC Montréal pour l'article corédigé avec les professeurs Erick Delage et Angelos Georghiou qui s’intitule « Risk-Averse Regret Minimization in Multistage Stochastic Programs ». Il est paru dans la revue Operations Research.