HIGHLIGHTS
- who: E. Ruben van Beesten from the The research of has been supported by Grant, from The Netherlands Department of Operations, Faculty of Economics and Business, University of Groningen have published the research work: Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk, in the Journal: (JOURNAL)
- what: The authors show that the error bounds converge to zero if these total variations go to zero. The authors focus on a class of models from stochastic programming that explicitly incorporate this aversion toward risk: mean-risk models. Since convex . . .
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