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

DOI10.1016/J.ORL.2022.07.012zbMath1525.90312arXiv2206.01605WikidataQ114143857 ScholiaQ114143857MaRDI QIDQ6401046

Ward Romeijnders, E. Ruben van Beesten

Publication date: 3 June 2022

Mathematics Subject Classification ID

Mixed integer programming (90C11) Stochastic programming (90C15)

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