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. 2021 Mar 20;304(1):339–352. doi: 10.1016/j.ejor.2021.03.030
H1:
Step 0: Compute q*vd=argmaxΩS(IN*vdΩn)+vdV,nN, K=0
Step 1: For a node vpvd, identify a scenario Ω* such that δvΩ*=argmaxΩS(δvΩ)
Step 2: Compute Kvdv=(IN*vdΩ*n)+vdV.
Step 3: Allocate qv=min((Kvdvi>vqi),(SvSv))v>v;v,v,ipvd; if Cv+hv(min((Kvdvi>vqi),(SvSv)))=argminv*pvd,v*>v(Cv*+hv*(min(kvdvi>vqi),(Sv*Sv*)))ipvd
Step 4: Kvdv=SvSv=Kvdvmin((Kvdvi>vqi),(SvSv)),βv=1,co=co+Kvdvvpvd.
Step 5: If Kvdv=0 then go to step 6 else repeat step 3 and step 4.
Step 6: Repeat step 1 to step 5 for all nodesvpvd.
Step 7: Repeat the step 0 to step 6 for all vdV
Step 8: Compute St=vV(βvCv+hvqv)
Step 9: Stop