Parametric error bounds for convex approximations of two-stage mixed-integer recourse models with a random second-stage cost vector

DOI10.1016/j.orl.2022.07.012OpenAlexW4293310480WikidataQ114143857 ScholiaQ114143857MaRDI QIDQ2084032

E. Ruben van Beesten, Ward Romeijnders

Publication date: 17 October 2022

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2206.01605

zbMATH Keywords

convex approximationsmixed-integer recourse modelsparametric error bounds

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

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