Expected regret equals covariance between costs and optimal decisions for linear and quadratic stochastic programs, with explicit bounds on the residual.
Risk neutral and risk averse stochastic dual dynamic programming method,
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Regret Equals Covariance: A Closed-Form Characterization for Stochastic Optimization
Expected regret equals covariance between costs and optimal decisions for linear and quadratic stochastic programs, with explicit bounds on the residual.