TY - UNPB
T1 - On multiple simple recourse models
AU - van der Vlerk, Maarten H.
N1 - Relation: http://som.rug.nl/
date_submitted:2002
Rights: Graduate School/Research Institute, Systems, Organisations and Management (SOM)
PY - 2002
Y1 - 2002
N2 - 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 represented as
explicitly specified continuous SR models, and thus can be solved efficiently by existing algorithms.
AB - 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 represented as
explicitly specified continuous SR models, and thus can be solved efficiently by existing algorithms.
M3 - Working paper
BT - On multiple simple recourse models
PB - s.n.
ER -