A two-stage stochastic integer programming approach as a mixture of branch-and-fix coordination and Benders decomposition schemes (Q2480254)

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A two-stage stochastic integer programming approach as a mixture of branch-and-fix coordination and Benders decomposition schemes
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    A two-stage stochastic integer programming approach as a mixture of branch-and-fix coordination and Benders decomposition schemes (English)
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    31 March 2008
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    stochastic programming
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    Benders decomposition
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    branch-and-fix coordination
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    MBS portfolio structuring
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