Stochastic integer programming: general models and algorithms. (English) Zbl 0920.90110
Summary: We survey structural properties of and algorithms for stochastic integer programming models, mainly considering linear two-stage models with mixed-integer recourse (and their multistage extensions).
MSC:
90C15 | Stochastic programming |
90-02 | Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming |
90C11 | Mixed integer programming |