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- W2017207670 abstract "For stochastic programs with complete (linear) recourse we present easily verifiable sufficient conditions for the strong convexity of the expected-recourse function. Both, programs with random right-hand side and with random technology matrix are considered. Among the implications of strong convexity those with respect to the stability of stochastic programs are worked out in detail. In this way, former results on the quantitative stability of optimal solutions are extended." @default.
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- W2017207670 title "Strong convexity in stochastic programs with complete recourse" @default.
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- W2017207670 doi "https://doi.org/10.1016/0377-0427(94)90376-x" @default.
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