Mínguez, R.; van Ackooij, W.; García-Bertrand, R. Constraint generation for risk averse two-stage stochastic programs. (English) Zbl 1487.90502 Eur. J. Oper. Res. 288, No. 1, 194-206 (2021). MSC: 90C15 91G70 PDFBibTeX XMLCite \textit{R. Mínguez} et al., Eur. J. Oper. Res. 288, No. 1, 194--206 (2021; Zbl 1487.90502) Full Text: DOI
García-Bertrand, Raquel; Mínguez, Roberto Iterative scenario based reduction technique for stochastic optimization using conditional value-at-risk. (English) Zbl 1364.90235 Optim. Eng. 15, No. 2, 355-380 (2014). MSC: 90C15 91B30 PDFBibTeX XMLCite \textit{R. García-Bertrand} and \textit{R. Mínguez}, Optim. Eng. 15, No. 2, 355--380 (2014; Zbl 1364.90235) Full Text: DOI