Stochastic integer programming: General models and algorithms

被引：107
作者：
Haneveld, WKK [1 ]
van der Vlerk, MH [1 ]
机构：
[1] Univ Groningen, Dept Econometr, NL-9700 AV Groningen, Netherlands
来源：
ANNALS OF OPERATIONS RESEARCH | 1999年 / 85卷 / 0期
关键词：
stochastic programming; mixed-integer programming; recourse; algorithms;
D O I：
10.1023/A:1018930113099
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
We survey structural properties of and algorithms for stochastic integer programming models, mainly considering linear two-stage models with mixed-integer recourse (and their multi-stage extensions).
引用
收藏
页码：39 / 57
页数：19
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