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]

@article{ChenHJ21-1,
  title = {Quantitative Stability and Empirical Approximation of Risk-Averse Models Induced by Two-Stage Stochastic Programs with Full Random Recourse},
  author = {Zhiping Chen and He Hu and Jie Jiang},
  year = {2021},
  doi = {10.1142/S0217595920500566},
  url = {https://doi.org/10.1142/S0217595920500566},
  researchr = {https://researchr.org/publication/ChenHJ21-1},
  cites = {0},
  citedby = {0},
  journal = {APJOR},
  volume = {38},
  number = {4},
}