A heuristic procedure for stochastic integer programs with complete recourse

DOI10.1016/j.ejor.2004.09.012zbMath1116.90082OpenAlexW2076519685MaRDI QIDQ819082

Suvrajeet Sen, Guglielmo Lulli

Publication date: 22 March 2006

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2004.09.012

zbMATH Keywords

stochastic integer programmingheuristic algorithmsuccessive approximation

Mathematics Subject Classification ID

Integer programming (90C10) Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59)

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