Convex approximations for a class of mixed-integer recourse models
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- scientific article; zbMATH DE number 1031417
Cites work
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- scientific article; zbMATH DE number 1175949 (Why is no real title available?)
- scientific article; zbMATH DE number 772850 (Why is no real title available?)
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Cited in
(13)- Sampling Scenario Set Partition Dual Bounds for Multistage Stochastic Programs
- The stochastic programming heritage of Maarten van der Vlerk
- A Convex Approximation for Two-Stage Mixed-Integer Recourse Models with a Uniform Error Bound
- Pseudo-valid cutting planes for two-stage mixed-integer stochastic programs with right-hand-side uncertainty
- A loose Benders decomposition algorithm for approximating two-stage mixed-integer recourse models
- Distributionally robust simple integer recourse
- Monotonic bounds in multistage mixed-integer stochastic programming
- Convex approximations for complete integer recourse models
- On multiple simple recourse models
- Convex approximations of two-stage risk-averse mixed-integer recourse models
- Simple integer recourse models: convexity and convex approximations
- Parametric error bounds for convex approximations of two-stage mixed-integer recourse models with a random second-stage cost vector
- Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk
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