Within the context of optimization under uncertainty, a well-known alternative to minimizing expected value or the worst-case scenario consists in minimizing...
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.
Prizes and awards
2024
Best thesis Award in Natural Sciences
“Regret Minimization in Multistage Decision Problems”