Quantitative Stability and Empirical Approximation of Risk-Averse Models Induced by Two-Stage Stochastic Programs with Full Random Recourse

Zhiping Chen, He Hu, Jie Jiang. Quantitative Stability and Empirical Approximation of Risk-Averse Models Induced by Two-Stage Stochastic Programs with Full Random Recourse. APJOR, 38(4), 2021. [doi]

Abstract

Abstract is missing.