Convex approximations for complete integer recourse models

DOI10.1007/S10107-003-0434-2zbMath1068.90086OpenAlexW2128369242MaRDI QIDQ1434075

Maarten H. van der Vlerk

Publication date: 1 July 2004

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: http://edoc.hu-berlin.de/18452/8926

zbMATH Keywords

stochastic programminginteger recourseconvex approximation

Mathematics Subject Classification ID

Integer programming (90C10) Stochastic programming (90C15) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08)

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Cites Work

• The integer \(L\)-shaped method for stochastic integer programs with complete recourse
• Stochastic integer programming: general models and algorithms
• Stochastic programming with simple integer recourse
• A finite branch-and-bound algorithm for two-stage stochastic integer programs
• On the convex hull of the simple integer recourse objective function
• Simple integer recourse models: convexity and convex approximations
• On Optimal Allocation of Indivisibles Under Uncertainty
• Continuity Properties of Expectation Functions in Stochastic Integer Programming
• Introduction to Stochastic Programming
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