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Stochastic integer programming: General models and algorithms
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DOI：10.1023/A:1018930113099.png)
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摘要
En 中文
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).
Keyword:
stochastic programming
mixed-integer programming
recourse
algorithms
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