Increasing Convex Order Constraints Induced by Mixed-Integer Linear Recourse

  • Uwe Gotzes


The starting point of the investigations in this chapter is to identify “acceptable” members of \( \left( {\tilde fx} \right)x \in X \) (cf. (1.6), (1.8)) with respect to the introduced partial orders rather than looking for a “best” among them with respect to some scalarization. We assume that a random variable \( a:\Omega \to \) reflecting an acceptance threshold for the costs \( \tilde f_x \) resulting from the two-stage dynamics in (1.2) is given.


Lower Semicontinuous Stochastic Program Borel Probability Measure Real Random Variable Deterministic Equivalent 
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© Vieweg+Teubner | GWV Fachverlage GmbH 2009

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  • Uwe Gotzes

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