Abstract
We survey structural properties of and algorithms for stochastic integer programmingmodels, mainly considering linear two‐stage models with mixed‐integer recourse (and theirmulti‐stage extensions).
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Klein Haneveld, W.K., van der Vlerk, M.H. Stochastic integer programming:General models and algorithms. Annals of Operations Research 85, 39–57 (1999). https://doi.org/10.1023/A:1018930113099
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DOI: https://doi.org/10.1023/A:1018930113099