Add to ORKGThis paper considers the two stage stochastic integer programming problems with an emphasis on problems in which integer variables appear in the second stage Drawing heavily on the theory of disjunctive programming we characterize convexications of the second stage problem and develop a decomposition based algorithm for the solution of such problems In particular we verify that problems with xed recourse are characterized by scenario dependent second stage convexications that have a great deal in common We refer to this characterization as the
Stochastic integer programming is more complicated than stochastic linear programming, as will be ex...
We consider the integer L-shaped method for two-stage stochastic integer programs. To improve the pe...
We describe a generalization of Benders’ method for solving two-stage stochastic linear optimization...
This paper considers the two stage stochastic integer programming problems, with an emphasis on prob...
In this paper we present a solution method for stochastic integer problems. The method is a Benderst...
In this thesis we consider two-stage stochastic linear programming models with integer recourse. Suc...
We survey structural properties of and algorithms for stochastic integer programming models, mainly ...
We survey structural properties of and algorithms for stochastic integer programming models, mainly ...
This paper focuses on solving two-stage stochastic mixed integer programs (SMIPs) with general mixed...
This paper addresses a general class of two-stage stochastic programs with integer recourse and disc...
This paper introduces disjunctive decomposition for two-stage mixed 0-1 stochastic integer programs ...
We consider two-stage pure integer programs with discretely distributed stochastic right-hand sides....
Stochastic optimization problems attempt to model uncertainty in the data by assuming that the input...
Stochastic integer programming is more complicated than stochastic linear programming, as will be ex...
We consider linear multistage stochastic integer programs and study their functional and dynamic pro...
Stochastic integer programming is more complicated than stochastic linear programming, as will be ex...
We consider the integer L-shaped method for two-stage stochastic integer programs. To improve the pe...
We describe a generalization of Benders’ method for solving two-stage stochastic linear optimization...
This paper considers the two stage stochastic integer programming problems, with an emphasis on prob...
In this paper we present a solution method for stochastic integer problems. The method is a Benderst...
In this thesis we consider two-stage stochastic linear programming models with integer recourse. Suc...
We survey structural properties of and algorithms for stochastic integer programming models, mainly ...
We survey structural properties of and algorithms for stochastic integer programming models, mainly ...
This paper focuses on solving two-stage stochastic mixed integer programs (SMIPs) with general mixed...
This paper addresses a general class of two-stage stochastic programs with integer recourse and disc...
This paper introduces disjunctive decomposition for two-stage mixed 0-1 stochastic integer programs ...
We consider two-stage pure integer programs with discretely distributed stochastic right-hand sides....
Stochastic optimization problems attempt to model uncertainty in the data by assuming that the input...
Stochastic integer programming is more complicated than stochastic linear programming, as will be ex...
We consider linear multistage stochastic integer programs and study their functional and dynamic pro...
Stochastic integer programming is more complicated than stochastic linear programming, as will be ex...
We consider the integer L-shaped method for two-stage stochastic integer programs. To improve the pe...
We describe a generalization of Benders’ method for solving two-stage stochastic linear optimization...