Convex approximations of two-stage risk-averse mixed-integer recourse models

E. Ruben van Beesten, Ward Romeijnders, Kees Jan Roodbergen. Convex approximations of two-stage risk-averse mixed-integer recourse models. Comp. Opt. and Appl., 88(1):313-347, May 2024. [doi]

Abstract

Abstract is missing.