Stochastic programming with simple integer recourse
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Publication:1315421
DOI10.1007/BF01582153zbMath0792.90053OpenAlexW2008276232MaRDI QIDQ1315421
François V. Louveaux, Maarten H. van der Vlerk
Publication date: 10 March 1994
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01582153
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Uses Software
Cites Work
- The integer \(L\)-shaped method for stochastic integer programs with complete recourse
- MSLiP: A computer code for the multistage stochastic linear programming problem
- A multicut algorithm for two-stage stochastic linear programs
- Linear Programming under Uncertainty
- Continuity Properties of Expectation Functions in Stochastic Integer Programming
- Optimization and nonsmooth analysis
- Solving stochastic programs with simple recourse
- Convex Analysis
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