You cannot retry a completed stage:

o If you lose a member, quit the battle so you can still achieve 3 stars!
o It’s usually best to reset a Region early if you missed a 3-star.
  · Some stage types mimic episode battles, so you can use the same strategy.
  · Exploration is great place to become familiar with new heroes or try new strategies with a low risk of failure.
  · Specific equipment sets and heroes have a chance to be acquired from each Region, listed under Reward Info. Heroes require at least normal difficulty.