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Mixed-Integer Value Functions in stochastic Programming

by Schultz, Rüdiger

Abstract (Summary)
We discuss the role of mixed-integer value functions in the theoretical analysis of stochastic integer programs. It is shown how the interaction of value function properties with basic results from probability theory leads to structural statements in stochastic integer programming
Bibliographical Information:

Advisor:

School:Universität Duisburg-Essen, Standort Essen

School Location:Germany

Source Type:Master's Thesis

Keywords:mathematik gerhard mercator universitaet

ISBN:

Date of Publication:05/24/2002

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