STOCHASTIC INTEGER PROGRAMMING BY DYNAMIC PROGRAMMING

DOI10.1111/J.1467-9574.1985.TB01131.XMaRDI QIDQ3678972zbMATH OpenOpenAlexFDO

Authors B. J. Lageweg, Alexander H. G. Rinnooy Kan, Jan Karel Lenstra, L. Stougie

Publication date 1985

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://ir.cwi.nl/pub/1826

zbMATH Keywords

hierarchical decision situationsmultiknapsack problemsoptimal solutionsStochastic integer programmingtwo-stage scheduling, bin packing

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Deterministic scheduling theory in operations research (90B35) Integer programming (90C10) Stochastic programming (90C15) Dynamic programming (90C39)

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Cites work

• Hierarchical vehicle routing problems
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• The value function of an integer program

Cited in

(10)

• SICOpt: Solution approach for nonlinear integer stochastic programming problems
• Stochastic programming approaches to stochastic scheduling
• Analysis of Heuristics for Stochastic Programming: Results for Hierarchical Scheduling Problems
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• scientific article; zbMATH DE number 4089326 (Why is no real title available?)
• scientific article; zbMATH DE number 4108494 (Why is no real title available?)
• Stochastic Simulation on Integer Constraint Sets
• The integer programming background of a stochastic integer programming algorithm of dentcheva‐prékopa‐ruszczyński

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