Generalized decision rule approximations for stochastic programming via liftings

Angelos Georghiou, Wolfram Wiesemann, Daniel Kuhn. Generalized decision rule approximations for stochastic programming via liftings. Math. Program., 152(1-2):301-338, 2015. [doi]

@article{GeorghiouWK15,
  title = {Generalized decision rule approximations for stochastic programming via liftings},
  author = {Angelos Georghiou and Wolfram Wiesemann and Daniel Kuhn},
  year = {2015},
  doi = {10.1007/s10107-014-0789-6},
  url = {http://dx.doi.org/10.1007/s10107-014-0789-6},
  researchr = {https://researchr.org/publication/GeorghiouWK15},
  cites = {0},
  citedby = {0},
  journal = {Math. Program.},
  volume = {152},
  number = {1-2},
  pages = {301-338},
}