Two‐stage stochastic integer programming: a survey

DOI10.1111/j.1467-9574.1996.tb01506.xzbMath0909.90222OpenAlexW2154920280MaRDI QIDQ4354859

Rüdiger Schultz, Maarten H. van der Vlerk, Leen Stougie

Publication date: 4 January 1999

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.1996.tb01506.x

zbMATH Keywords

stochastic integer programmingapproximationsprobabilistic error analysissimple integer recourse

Mathematics Subject Classification ID

Integer programming (90C10) Stochastic programming (90C15)

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Cites Work

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• The integer \(L\)-shaped method for stochastic integer programs with complete recourse
• Stochastic programming with simple integer recourse
• Computational complexity of stochastic programming problems
• Two stage linear programming under uncertainty with 0–1 integer first stage variables
• Hierarchical vehicle routing problems
• L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming

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