Stochastic programming with simple integer recourse
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Cites work
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Cited in
(42)- An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information
- Simple integer recourse models: convexity and convex approximations
- Multiperiod capacity expansion of a telecommunications connection with uncertain demand
- An algorithm for the construction of convex hulls in simple integer recourse programming
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- A loose Benders decomposition algorithm for approximating two-stage mixed-integer recourse models
- scientific article; zbMATH DE number 2006798 (Why is no real title available?)
- Convex approximations for a class of mixed-integer recourse models
- Total variation bounds on the expectation of periodic functions with applications to recourse approximations
- A model for strategic planning under uncertainty
- Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk
- Stochastic binary problems with simple penalties for capacity constraints violations
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- Convex approximations of two-stage risk-averse mixed-integer recourse models
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- A finite branch-and-bound algorithm for two-stage stochastic integer programs
- A Min-Max-Max-Min Approach to Solving a Stochastic Programming Problem with Simple Recourse
- Two‐stage stochastic integer programming: a survey
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- On multiple simple recourse models
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