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]

@article{MinguezAG21,
  title = {Constraint generation for risk averse two-stage stochastic programs},
  author = {Roberto Mínguez and Wim van Ackooij and Raquel García-Bertrand},
  year = {2021},
  doi = {10.1016/j.ejor.2020.05.064},
  url = {https://doi.org/10.1016/j.ejor.2020.05.064},
  researchr = {https://researchr.org/publication/MinguezAG21},
  cites = {0},
  citedby = {0},
  journal = {European Journal of Operational Research},
  volume = {288},
  number = {1},
  pages = {194-206},
}