Browsing Stochastic Programming E-print Series (SPEPS) by Subject "Level Sets"
Now showing items 1-1 of 1
2004-10-02BuchTwo-stage integer programs with stochastic right-hand sides A superadditive dual approachWe consider two-stage pure integer programs with discretely distributed stochastic right-hand sides. We present an equivalent superadditive dual formulation that uses the value functions in both stages. We give two algorithms ...