Two-Stage Stochastic Programming with Linearly Bi-parameterized Quadratic Recourse

Junyi Liu, Ying Cui 0004, Jong-Shi Pang, Suvrajeet Sen. Two-Stage Stochastic Programming with Linearly Bi-parameterized Quadratic Recourse. SIAM Journal on Optimization, 30(3):2530-2558, 2020. [doi]

@article{LiuCPS20,
  title = {Two-Stage Stochastic Programming with Linearly Bi-parameterized Quadratic Recourse},
  author = {Junyi Liu and Ying Cui 0004 and Jong-Shi Pang and Suvrajeet Sen},
  year = {2020},
  doi = {10.1137/19M1276819},
  url = {https://doi.org/10.1137/19M1276819},
  researchr = {https://researchr.org/publication/LiuCPS20},
  cites = {0},
  citedby = {0},
  journal = {SIAM Journal on Optimization},
  volume = {30},
  number = {3},
  pages = {2530-2558},
}