Skip to main content

Stochastic Programming with Simple Integer Recourse

  • Reference work entry
Encyclopedia of Optimization

Article Outline

Keywords

References

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Subscribe and save

Springer+ Basic
$34.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Similar content being viewed by others

References

  1. Birge J, Louveaux F (1997) Introduction to Stochastic Programming. Springer, New York

    MATH  Google Scholar 

  2. Kall P, Mayer J (1996) SLP-IOR: An interactive model management system for stochastic linear programs. Math Program 75(2):221–240

    Article  MathSciNet  Google Scholar 

  3. Kall P, Wallace S (1994) Stochastic Programming. Wiley, Chichester

    MATH  Google Scholar 

  4. Klein Haneveld W, van der Vlerk M (1994) On the expected value function of a simple integer recourse problem with random technology matrix. J Comput Appl Math 56:45–53

    Article  MathSciNet  MATH  Google Scholar 

  5. Klein Haneveld W, van der Vlerk M (1999) Stochastic integer programming: General models and algorithms. Ann Oper Res 85:39–57

    Article  MathSciNet  MATH  Google Scholar 

  6. Klein Haneveld W, Stougie L, van der Vlerk M (1994) Some theorems on the convex hull of a function with an application to stochastic integer programming. Discussion Paper TI 94-81, Tinbergen Institute, Amsterdam-Rotterdam

    Google Scholar 

  7. Klein Haneveld W, Stougie L, van der Vlerk M (1995) On the convex hull of the simple integer recourse objective function. Ann Oper Res 56:209–224

    Article  MathSciNet  MATH  Google Scholar 

  8. Klein Haneveld W, Stougie L, van der Vlerk M (1996) An algorithm for the construction of convex hulls in simple integer recourse programming. Ann Oper Res 64:67–81

    Article  MathSciNet  MATH  Google Scholar 

  9. Klein Haneveld W, Stougie L, van der Vlerk M (2006) Simple integer recourse models: convexity and convex approximations. Math Program 108(2-3):435–473

    Article  MathSciNet  MATH  Google Scholar 

  10. Louveaux F, Schultz R (2003) Stochastic integer programming. In: Ruszczynski A, Shapiro A (eds) Stochastic Programming. Handbooks in Operations Research and Management Science, vol 10. Elsevier, pp 213–266

    Google Scholar 

  11. Louveaux F, van der Vlerk M (1993) Stochastic programming with simple integer recourse. Math Program 61:301–325

    Article  Google Scholar 

  12. Prékopa A (1995) Stochastic Programming. Kluwer, Dordrecht

    Google Scholar 

  13. Ruszczynski A, Shapiro A (eds) (2003) Stochastic Programming, Handbooks in Operations Research and Management Science, vol 10. Elsevier, Amsterdam

    Google Scholar 

  14. Schultz R, Stougie L, van der Vlerk M (1996) Two-stage stochastic integer programming: a survey. Statistica Neerl 50(3):404–416

    Article  MATH  Google Scholar 

  15. Stougie L, van der Vlerk M (1997) Stochastic integer programming. In: Dell'Amico M, Maffioli F, Martello S (eds) Annotated Bibliographies in Combinatorial Optimization, Wiley, Chichester, pp 127–141

    Google Scholar 

  16. Stougie L, van der Vlerk M (to appear) Approximation in stochastic integer programming. In: Johnson D, Lenstra J, Shmoys D (eds) Handbook on Approximation and Heuristics, Elsevier, handbooks in Operations Research and Management Science

    Google Scholar 

  17. van der Vlerk M (1995) Stochastic programming with integer recourse. PhD thesis, University of Groningen, The Netherlands

    Google Scholar 

  18. van der Vlerk M (1996–2007) Stochastic Programming Bibliography. World Wide Web, http://mally.eco.rug.nl/spbib.html. Accessed 13 April 2008

  19. Wets R (1984) Solving stochastic programs with simple recourse. Stochastics 10:219–242

    MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2008 Springer-Verlag

About this entry

Cite this entry

van der Vlerk, M.H. (2008). Stochastic Programming with Simple Integer Recourse . In: Floudas, C., Pardalos, P. (eds) Encyclopedia of Optimization. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-74759-0_660

Download citation

Publish with us

Policies and ethics