Constraint generation for risk averse two-stage stochastic programs

Roberto Mínguez, Wim van Ackooij, Raquel García-Bertrand. Constraint generation for risk averse two-stage stochastic programs. European Journal of Operational Research, 288(1):194-206, 2021. [doi]

Authors

Roberto Mínguez

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Wim van Ackooij

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Raquel García-Bertrand

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