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On multiple simple recourse models
We consider multiple simple recourse (MSR) models, both continuous and integer versions, which generalize the corresponding simple recourse (SR) models by allowing for a refined penalty cost structure for individual shortages and surpluses.
Maarten H van der Vlerk
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Convex approximations for stochastic programs with simple integer recourse
Maarten H. van der Vlerk
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Convex approximations for simple integer recourse models by perturbing the underlying distributions
Klein Haneveld, W.K. +2 more
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Convex approximations for a class of mixed-integer recourse models
Annals of Operations Research, 2009Maarten H van der Vlerk
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A Convex Approximation for Two-Stage Mixed-Integer Recourse Models with a Uniform Error Bound
SIAM Journal on Optimization, 2016Ward Romeijnders +2 more
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Stochastic Program with Simple Integer Recourse,
1993Louveaux, François +1 more
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