Titlebook: Computational Stochastic Programming; Models, Algorithms, Lewis Ntaimo Book 2024 Springer Nature Switzerland AG 2024 Mean-risk linear and

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https://doi.org/10.1007/978-3-031-52464-6Mean-risk linear and integer models; Risk Measures; Risk-Averse Models; computational experimentation; c

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Springer Nature Switzerland AG 2024

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https://doi.org/10.1007/978-3-642-23550-4f the models derived in Chap. . and decomposition techniques from Chap. . to derive solution algorithms for RN-SLP. We begin our study with the classical . in Sect. 6.2, which generates a single optimality cut at a given iteration of the algorithm to approximate the recourse function. We then consid