@unpublished{SpuerkelClaus2021, author = {Sp{\"u}rkel, Kai and Claus, Matthias}, title = {Improving constants of strong convexity in linear stochastic programming}, pages = {14}, year = {2021}, abstract = {We derive formulas for constants of strong convexity (CSCs) of risk functions encountered in two-stage stochastic programs with linear recourse. One of them yields a CSC as the optimal value of a certain QCQP, another one in terms of the thickness of the feasibility polytope of the dual problem associated to the recourse problem. CSCs appear in Hoelder-type estimates relating the distance of optimal solution sets of stochastic programs to a suitable distance of underlying probability distributions.}, language = {en} }