  Two-stage robust optimization is a fundamental paradigm for modeling and
solving optimization problems with uncertain parameters. A now classical method
within this paradigm is finite-adaptability, introduced by Bertsimas and
Caramanis (IEEE Transactions on Automatic Control, 2010). In this note, we
point out that the continuity assumption they stated to ensure the convergence
of the method is not correct, and we propose an alternative assumption for
which we prove the desired convergence.
