Expected regret equals covariance between costs and optimal decisions for linear and quadratic stochastic programs, with explicit bounds on the residual.
Postoptimal analysis of a linear program under simultaneous changes in matrix coefficients,
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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.