Mixed-integer value functions in stochastic programming

DOI10.1007/3-540-36478-1_16MaRDI QIDQ4414646zbMATH OpenFDO

Authors Rüdiger Schultz

Publication date 25 July 2003

Published in Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL http://link.springer.de/link/service/series/0558/bibs/2570/25700171.htm

Mathematics Subject Classification ID

Integer programming (90C10) Stochastic programming (90C15) Combinatorial optimization (90C27)

Recommendations

• Stochastic programming with integer variables
• On a level-set characterization of the value function of an integer program and its application to stochastic programming
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Cited in

(8)

• Stochastic programming with integer variables
• Weak continuity of risk functionals with applications to stochastic programming
• Risk aversion in two-stage stochastic integer programming
• STOCHASTIC OPTIMIZATION OF MULTIPLICATIVE FUNCTIONS WITH NEGATIVE VALUE
• Solving stochastic and bilevel mixed-integer programs via a generalized value function
• On a level-set characterization of the value function of an integer program and its application to stochastic programming
• Decomposition algorithms for computational stochastic mixed-integer programming: a survey
• Constructive characterizations of the value-function of a mixed-integer program. I

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