16 citations · 17 across the 5 of their papers we have counts for
3 papers · 1 filter
Assessing solution quality in risk-averse stochastic programs
E. Ruben van Beesten, Nick W. Koning, David P. Morton
In optimization problems, the quality of a candidate solution can be characterized by the optimality gap. For most stochastic optimization problems, this gap must be statistically…
Pragmatic distributionally robust optimization for simple integer recourse models
E. Ruben van Beesten, Ward Romeijnders, David P. Morton
Inspired by its success for their continuous counterparts, the standard approach to deal with mixed-integer recourse (MIR) models under distributional uncertainty is to use distrib…
Parametric error bounds for convex approximations of two-stage mixed-integer recourse models with a random second-stage cost vector
E. Ruben van Beesten, Ward Romeijnders
We consider two-stage recourse models in which the second-stage problem has integer decision variables and uncertainty in the second-stage cost vector, technology matrix, and the r…