TY - INPR A1 - Spürkel, Kai A1 - Claus, Matthias T1 - Improving constants of strong convexity in linear stochastic programming N2 - 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. KW - Strong Convexity KW - Stochastic Programming KW - Linear Recourse Y1 - 2021 ER -