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Semidefinite programs are a class of optimization problems that have been the focus of intense research during the past fifteen years. Semidefinite programs extend linear programs, and both are defined using deterministic data. However, uncertainty is naturally present in applications leading to optimization problems. Stochastic linear programs with recourse have been studied since the fifties as a way to deal with uncertainty in data defining linear programs. Recently, the authors have defineddoi:10.21236/ada530454 fatcat:h7bpi6omjbg7hantc2gryy3mra