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On Generating Lagrangian Cuts for Two-Stage Stochastic Integer Programs

INFORMS Journal on Computing, 2022
Rui Chen, James Luedtke
exaly  

Stage-t scenario dominance for risk-averse multi-stage stochastic mixed-integer programs

Annals of Operations Research, 2021
I Esra Büyüktahtakın
exaly  

Finitely Convergent Decomposition Algorithms for Two-Stage Stochastic Pure Integer Programs

SIAM Journal on Optimization, 2014
Minjiao Zhang, Simge Küçükyavuz
exaly  

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