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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
Software:
SLP-IOR
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