|edoc-Server der Humboldt-Universität zu Berlin|
|Author(s):||Maarten H. van der Vlerk, University of Groningen||Title:||On Multiple Simple Recourse models|
|Date of Acceptance:||02.05.2002|
Stochastic Programming E-Print Series |
|Editors:||Julie L. Higle; Werner Römisch; Surrajeet Sen|
|Complete Preprint:||pdf (urn:nbn:de:kobv:11-10058397)|
|Keywords (eng):||convex approximation, integer recourse, simple recourse|
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|We consider multiple simple recourse (MSR) models, both continuous and integer versions, which generalize the corresponding simple recourse (SR) models by allowing for a refined penalty cost structure for individual shortages and surpluses. It will be shown that (convex approximations of) such MSR models can be repre-sented as explicitly specified continuous SR models, and thus can be solved efficiently by existing algorithms.|
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