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Convex approximations of two-stage risk-averse mixed-integer recourse models.

E. Ruben van BeestenWard RomeijndersKees Jan Roodbergen
Published in: Comput. Optim. Appl. (2024)
Keyphrases
  • training set
  • mixed integer
  • risk averse
  • training samples
  • linear program
  • convex hull
  • probabilistic model
  • stochastic programming
  • risk neutral
  • complex systems
  • lot sizing