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math.OC2022★ 1 cited
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…
math.OC2022
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…