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    2010
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    Convex approximations for a class of mixed-integer recourse models
    13 years 11 months ago
    Convex approximations for a class of mixed-integer recourse models
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    We consider mixed-integer recourse (MIR) models with a single recourse constraint. We relate the second-stage value function of such problems to the expected simple integer recour...
    Maarten H. van der Vlerk
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