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An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information

Krzysztof Postek, Ward Romeijnders, Dick den Hertog, Maarten H. van der Vlerk. An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information. European Journal of Operational Research, 274(2):432-444, 2019. [doi]

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