Stochastic Integer Programming

by Schultz, Ruediger; Louveaux, Francois V.

Abstract (Summary)
When introducing integer variables into traditional linear stochastic programs structural properties and algorithmic approaches have to be rethought from the very beginning. Employing basics from parametric integer programming and probability theory we analyse the structure of stochastic integer programs. In the algorithmic part of the paper we review solution techniques from integer programming and discuss their impact on the specialized structures met in stochastic programming.
Bibliographical Information:


School:Universität Duisburg-Essen, Standort Essen

School Location:Germany

Source Type:Master's Thesis

Keywords:mathematik universitaet duisburg essen


Date of Publication:04/14/2003

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