Risk Aversion via Excess Probabilities in Stochastic Programs with Mixed-Integer Recourse. - Rüdiger Schultz; Stephan Tiedemann (SIAM J. Optim., 2003)

Conditional Value-at-Risk in Stochastic Programs with Mixed-Integer Recourse. - Rüdiger Schultz; Stephan Tiedemann (Math. Program., 2006)