Abstract:which is obtained from (1.1) by replacing E ω [v(ω, x)] by Q(x). The advantage is that (1.2) features a convex objective function, and thus it is easier to solve compared to the original model (1.1). Of course, without further restrictions on Q, we do not expect to obtain good solutions for (1.1) by solving the approximating every first-stage decision x, the second-stage costs v(ω, x) are finite with probability 1. To motivate this, note that if v(ω, x) = +∞ with positive probability, then the decision x may r… Show more
Set email alert for when this publication receives citations?
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.