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Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse
Mathematics of Operations Research, 1991Julia L Higle, Suvrajeet Sen
exaly
Two-Stage Stochastic Mixed-Integer Programs: Algorithms and Insights
Advances in Mechanics and Mathematics, 2009Hanif D Sherali, Sherali Hanif D
exaly
Limited recourse in two-stage stochastic linear programs
Journal of Information and Optimization Sciences, 2003Patrizia Beraldi +2 more
exaly
Unified Branch-and-Benders-Cut for two-stage stochastic mixed-integer programs
Computers and Operations ResearchArthur Maheo +2 more
exaly