Strong convexity in risk-averse stochastic programs with complete recourse. - Matthias Claus; Rüdiger Schultz; Kai Spürkel (Comput. Manag. Sci., 2018)

Improving constants of strong convexity in linear stochastic programming. - Matthias Claus; Kai Spürkel (Oper. Res. Lett., 2022)