L-shaped decomposition of two-stage stochastic programs with integer recourse (Q1290673)

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L-shaped decomposition of two-stage stochastic programs with integer recourse
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    L-shaped decomposition of two-stage stochastic programs with integer recourse (English)
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    3 June 1999
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    two-stage stochastic programming
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    integer recourse
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    L-shaped method
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    generalized Benders decomposition
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    general duality theory
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    convergence
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    cutting plane
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    branch-and-bound
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