Constraint generation for risk averse two-stage stochastic programs
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Publication:2028853
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Cited in
(7)- Scenario reduction for stochastic programs with conditional value-at-risk
- Two-stage stochastic programming under multivariate risk constraints with an application to humanitarian relief network design
- Risk-averse two-stage stochastic programs in furniture plants
- Risk-averse optimization in two-stage stochastic models: computational aspects and a study
- An adaptive distributionally robust optimization approach for optimal sizing of hybrid renewable energy systems
- Column-and-constraint generation approach to partition-based risk-averse two-stage stochastic programs
- Optimisation of transmission expansion decisions under uncertainty for a North Sea grid
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