Add to ORKGIn this thesis we consider two-stage stochastic linear programming models with integer recourse. Such models are at the intersection of two different branches of mathematical programming. On the one hand some of the model parameters are random, which places the problem in the field of stochastic programming. On the other hand some decision variables are required to be integers, so that these models also belong to the field of integer programming
This paper addresses a general class of two-stage stochastic programs with integer recourse and disc...
Mathematical programming has been applied to various problems. For many actual problems, the assumpt...
In classical two-stage stochastic programming the expected value of the total costs is minimized. Re...
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 ...
Stochastic integer programming is more complicated than stochastic linear programming, as will be ex...
Stochastic integer programming is more complicated than stochastic linear programming, as will be ex...
Stochastic optimization problems attempt to model uncertainty in the data by assuming that the input...
Stochastic integer programs are notoriously difficult. Very few properties are known and solution al...
This paper considers the two stage stochastic integer programming problems with an emphasis on prob...
Stochastic linear programming problems are linear programming problems for which one or more data el...
We consider two-stage recourse models in which only limited information is available on the probabil...
We consider linear multistage stochastic integer programs and study their functional and dynamic pro...
In classical two-stage stochastic programming the expected value of the total costs is minimized. Re...
This paper addresses a general class of two-stage stochastic programs with integer recourse and disc...
Mathematical programming has been applied to various problems. For many actual problems, the assumpt...
In classical two-stage stochastic programming the expected value of the total costs is minimized. Re...
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 ...
Stochastic integer programming is more complicated than stochastic linear programming, as will be ex...
Stochastic integer programming is more complicated than stochastic linear programming, as will be ex...
Stochastic optimization problems attempt to model uncertainty in the data by assuming that the input...
Stochastic integer programs are notoriously difficult. Very few properties are known and solution al...
This paper considers the two stage stochastic integer programming problems with an emphasis on prob...
Stochastic linear programming problems are linear programming problems for which one or more data el...
We consider two-stage recourse models in which only limited information is available on the probabil...
We consider linear multistage stochastic integer programs and study their functional and dynamic pro...
In classical two-stage stochastic programming the expected value of the total costs is minimized. Re...
This paper addresses a general class of two-stage stochastic programs with integer recourse and disc...
Mathematical programming has been applied to various problems. For many actual problems, the assumpt...
In classical two-stage stochastic programming the expected value of the total costs is minimized. Re...