This question appears all the times we have meetings between ATC and Pilots.
In Portugal there is no published missed approach procedure for visual approach.
Some pilots (and ATC) will perform the missed approach procedure published for the approach broadcasted by ATIS and others will try to remain visual and join the circuit pattern for another visual approach.
One problem, however, persists ... in Lisbon the most active runway in use is 03, ATIS normally broadcasts ILS Approach RWY 03 ... but pilots coming from East (from SE Europe, via CCS) often request visual approach for RWY 35 ! In case of go-around what to do or what to expect ?