Thesisgreen1995

Stochastic programming with integer recourse

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Risk and Portfolio Optimization Complexity and Algorithms in Graphs Advanced Optimization Algorithms Research

Abstract

In this thesis we consider two-stage stochastic linear programming models with integer recourse. Such models are at the intersection of two different branches of mathematical programming. On the one hand some of the model parameters are random, which places the problem in the field of stochastic programming. On the other hand some decision variables are required to be integers, so that these models also belong to the field of integer programming.

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