2002-05-02Buch DOI: 10.18452/8271
On Multiple Simple Recourse models
Vlerk, Maarten H. van der
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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Is Part Of Series: Stochastic Programming E-Print Series - 7, SPEPS