Stochastic integer programming is a suitable tool for modeling hierarchical decision situations with combinatorial features. In continuation of our work on the design and analysis of heuristics for such problems, we now try to find optimal solutions. Dynamic programming techniques can be used to exploit the structure of two-stage scheduling, bin packing and multiknapsack problems. Numerical results for small instances of these problems are presented
Mathematical programming has been applied to various problems. For many actual problems, the assumpt...
In this thesis we consider two-stage stochastic linear programming models with integer recourse. Suc...
We consider linear multistage stochastic integer programs and study their functional and dynamic pro...
Stochastic integer programming is a suitable tool for modeling hierarchical decision situations with...
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 ...
International audienceWe study the uncapacitated lot-sizing problem with uncertain demand and costs....
In this paper, we present a branch-and-price method to solve special structured multistage stochasti...
In this paper we present a branch-and-price method to solve special structured multi-stage stochasti...
Stochastic integer programming is more complicated than stochastic linear programming, as will be ex...
We study the uncapacitated lot-sizing problem with uncertain demand and costs. The problem is modele...
Stochastic integer programming is more complicated than stochastic linear programming, as will be ex...
This paper addresses the problem of finding cutting planes for multi-stage stochastic integer progra...
Many practical problems from industry that contain uncertain demands, costs and other quantities are...
Mathematical programming has been applied to various problems. For many actual problems, the assumpt...
In this thesis we consider two-stage stochastic linear programming models with integer recourse. Suc...
We consider linear multistage stochastic integer programs and study their functional and dynamic pro...
Stochastic integer programming is a suitable tool for modeling hierarchical decision situations with...
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 ...
International audienceWe study the uncapacitated lot-sizing problem with uncertain demand and costs....
In this paper, we present a branch-and-price method to solve special structured multistage stochasti...
In this paper we present a branch-and-price method to solve special structured multi-stage stochasti...
Stochastic integer programming is more complicated than stochastic linear programming, as will be ex...
We study the uncapacitated lot-sizing problem with uncertain demand and costs. The problem is modele...
Stochastic integer programming is more complicated than stochastic linear programming, as will be ex...
This paper addresses the problem of finding cutting planes for multi-stage stochastic integer progra...
Many practical problems from industry that contain uncertain demands, costs and other quantities are...
Mathematical programming has been applied to various problems. For many actual problems, the assumpt...
In this thesis we consider two-stage stochastic linear programming models with integer recourse. Suc...
We consider linear multistage stochastic integer programs and study their functional and dynamic pro...