Maarten H. van der Vlerk
Department of Operations
University of Groningen
PO Box 800, NL-9700 AV Groningen, The Netherlands
E-mail:
October 8, 2007
Please send additions (preferably in BibTeX format) or comments to the
e-mail address mentioned above.
This bibliography can be cited as
Maarten H. van der Vlerk. Stochastic Integer Programming Bibliography.
World Wide Web, http://www.eco.rug.nl/mally/biblio/sip.html,
1996-2007.
The BibTex entry I use is
@MISC{SIPB9607,
author = {Maarten H. {van der Vlerk}},
title = {Stochastic Integer Programming Bibliography},
year = {1996-2007},
howpublished = {World Wide Web,
\url{http://www.eco.rug.nl/mally/biblio/sip.html}}
}
where the macro \url is defined in the LATEX style file
url.sty.
References
Moncef Abbas and Fatima Bellahcene.
Cutting plane method for multiple objective stochastic integer linear
programming.
European J. Oper. Res., 168(3):967-984, 2006.
N. E. Abboud, M. Y. Jaber, and N. A. Noueihed.
Economic lot sizing with the consideration of random machine
unavailability time.
Comput. Oper. Res., 27(4):335-351, 2000.
M. Ju. Afanas˘ev.
An example of the cycling of a stochastic integer algorithm in a
bilevel multicommodity problem.
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Shabbir Ahmed, Alan J. King, and Gyana Parija.
A multi-stage stochastic integer programming approach for capacity
expansion under uncertainty.
Stochastic Programming E-Print Series,
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Shabbir Ahmed, Alan J. King, and Gyana Parija.
A multi-stage stochastic integer programming approach for capacity
expansion under uncertainty.
Optimization Online, http://www.optimization-online.org, 2001.
Shabbir Ahmed and Alexander Shapiro.
The sample average approximation method for stochastic programs with
integer recourse.
Optimization Online, http://www.optimization-online.org, 2002.
Shabbir Ahmed, Mohit Tawarmalani, and Nikolaos V. Sahinidis.
A finite branch-and-bound algorithm for two-stage stochastic integer
programs.
Math. Program., 100(2, Ser. A):355-377, 2004.
Shabbir Ahmed, Mohit Tawarmalani, and Nikolas V. Sahinidis.
A finite branch and bound algorithm for two-stage stochastic integer
programs.
Stochastic Programming E-Print Series,
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Maria Albareda-Sambola and Elena Fernández.
The stochastic generalised assignment problem with Bernoulli
demands.
Top, 8(2):165-190, 2000.
Maria Albareda-Sambola, Maarten H. van der Vlerk, and Elena Fernández.
Exact solutions to a class of stochastic generalized assignment
problems.
European J. Oper. Res., 173(2):465-487, 2006.
Susanne Albers, Rolf H. Möhring, Georg Ch. Pflug, and Rüdiger Schultz.
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Information.
In S. Albers, R.H. Möhring, G.Ch. Pflug, and R. Schultz, editors,
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A. Alonso-Ayuso, L. F. Escudero, C. Pizarro, H. E. Romeijn, and
D. Romero Morales.
On solving the multi-period single-sourcing problem under
uncertainty.
Comput. Manag. Sci., 3(1):29-53, 2006.
Mahmoud H. Alrefaei and Mohammad Almomani.
Subset selection of best simulated systems.
J. Franklin Inst., 344(5):495-506, 2007.
Mahmoud H. Alrefaei and Sigrún Andradóttir.
A simulated annealing algorithm with constant temperature for
discrete stochastic optimization.
Management Science, 45:748-764, 1999.
Mahmoud H. Alrefaei and Sigrún Andradóttir.
A modification of the stochastic ruler method for discrete stochastic
optimization.
European J. Oper. Res., 133(1):160-182, 2001.
G. Andreatta.
Shortest path models in stochastic networks.
In G. Andreatta, F. Mason, and P. Serafini, editors, Stochastics
in Combinatorial Optimization, pages 178-186, Singapore, 1987. CISM,
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G. Andreatta and G. Romanin-Jacur.
Aircraft flow management under congestion.
Transportation Science, 21(4):249-253, 1987.
G. Andreatta and L. Romeo.
Stochastic shortest paths with recourse.
Networks, 18:193-204, 1988.
B. Apolloni and F. Pezzella.
Confidence intervals in the solution of stochastic integer linear
programming problems.
Annals of Operations Research, 1(2):67-78, 1984.
R.D. Armstrong and J.L. Balintfy.
A chance constrained multiple choice programming algorithm.
Operations Res, 23:494-510, 1975.
A. S. Asratyan and N. N. Kuzyurin.
Approximation of optima of integer programs of covering-packing type.
Diskret. Mat., 12(1):96-106, 2000.
I. L. Averbakh.
An iterative decomposition method in one-stage problems of stochastic
integer programming.
Zh. Vychisl. Mat. i Mat. Fiz., 30(10):1467-1476, 1990.
I.L. Averbakh.
An additive method for optimization of two-stage stochastic systems
with discrete variables.
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I.L. Averbakh.
An iterative decomposition method in single-stage stochastic
integer-programming problems.
USSR Computational Mathematics and Mathematical Physics,
30(5):133-139, 1990.
I.L. Averbakh.
An iterative method of solving two-stage discrete stochastic
programming problems with additively separable variables.
USSR Computational Mathematics and Mathematical Physics,
31(6):21-27, 1991.
I.L. Averbakh.
An algorithm of solving the m-dimensional knapsack problem with
random coefficients.
Discrete Math. Appl., 2(2):133-140, 1992.
F. Azadivar and Y-H. Lee.
Optimization of discrete variable stochastic systems by computer
simulation.
Math. and Comp. in Simulation, 30(4):331-345, 1988.
Yossi Azar and Yossi Richter.
An improved algorithm for CIOQ switches.
In S. Albers, R.H. Möhring, G.Ch. Pflug, and R. Schultz, editors,
Dagstuhl Seminar 05031: Algorithms for Optimization with Incomplete
Information, http://www.dagstuhl.de/05031, 2005.
Michael P. Bailey.
Solving a class of stochastic minimization problems.
Oper. Res. 42, No.3, 428-438, 1994.
Michael O. Ball, Robert Hoffman, Amedeo R. Odoni, and Ryan Rifkin.
A stochastic integer program with dual network structure and its
application to the ground-holding problem.
Oper. Res., 51(1):167-171, 2003.
John Basel, III and Thomas R. Willemain.
Random tours in the traveling salesman problem: analysis and
application.
Comput. Optim. Appl., 20(2):211-217, 2001.
Fabian Bastin.
An adaptive trust-region approach for nonlinear stochastic
optimisation with an application in discrete choice theory.
In S. Albers, R.H. Möhring, G.Ch. Pflug, and R. Schultz, editors,
Dagstuhl Seminar 05031: Algorithms for Optimization with Incomplete
Information, http://www.dagstuhl.de/05031, 2005.
Luca Becchetti, Stefano Leonardi, Alberto Marchetti-Spaccamela, Guidouca
Schaefer, and Tjark Vredeveld.
Average Case and Smoothed Competitive Analysis of the Multi-Level
Feedback Algorithm.
In S. Albers, R.H. Möhring, G.Ch. Pflug, and R. Schultz, editors,
Dagstuhl Seminar 05031: Algorithms for Optimization with Incomplete
Information, http://www.dagstuhl.de/05031, 2005.
Zuzana Beerliova, Felix Eberhard, Thomas Erlebach, Alexander Hall, Michael
Hoffmann, Matus Mihalak, and L. Shankar Ram.
Network Discovery and Verification.
In S. Albers, R.H. Möhring, G.Ch. Pflug, and R. Schultz, editors,
Dagstuhl Seminar 05031: Algorithms for Optimization with Incomplete
Information, http://www.dagstuhl.de/05031, 2005.
P. Beraldi and A. Ruszczynski.
A branch and bound method for stochastic integer problems under
probabilistic constraints.
Optimization Methods and Software, 17(3):359-382, 2002.
Patrizia Beraldi and Andrzej Ruszczy\'nski.
Beam search heuristic to solve stochastic integer problems under
probabilistic constraints.
European J. Oper. Res., 167(1):35-47, 2005.
Oded Berman, Zvi Ganz, and Janet M. Wagner.
A stochastic optimization model for planning capacity expansion in a
service industry under uncertain demand.
Nav. Res. Logist. 41, No.4, 545-564, 1994.
Dimitris Bertsimas, Chungpiaw Teo, and Rakesh Vohra.
Nonlinear formulations and improved randomized approximation
algorithms for multicut problems.
In Integer programming and combinatorial optimization
(Copenhagen, 1995), pages 29-39. Springer, Berlin, 1995.
D. Bienstock and J. F. Shapiro.
Optimizing resource acquisition decisions by stochastic programming.
Management Science, 34(2):215-229, 1988.
D. Bienstock and J.F. Shapiro.
Optimizing resource acquisition decisions by stochastic programming.
Management Science, 34(2):215-229, 1988.
J. R. Birge, S. Takriti, and E. Long.
Intelligent unified control of unit commitment and generation
allocation.
Technical Report 94-26 (revised 1995), Department of Industral and
Operations Engineering, The University of Michigan, Ann Arbor, 1994.
John R. Birge and M.A.H. Dempster.
Optimal match-up strategies in stochastic scheduling.
Discrete Appl. Math. 57, No.2-3, 105-120, 1995.
J.R. Birge and M.A.H. Dempster.
Stochastic programming approaches to stochastic scheduling.
Journal of Global Optimization 9:417-451, 1996.
G.R. Bitran, E.A. Haas, and H. Matsuo.
Production planning of style goods with high setup costs and forecast
revisions.
Oper. Res, 34:226-236, 1986.
G.R. Bitran and D. Tirupati.
Hierarchical production planning.
In S.C. Graves, A.H.G. Rinnooy Kan, and P.H. Zipkin, editors,
Handbooks on Operations Research and Management Science, volume 4, pages
523-568. North-Holland, Amsterdam, 1993.
Roger A. Blau.
Erratum: N job, one machine sequencing problems under uncertainty.
Management Sci., Theory 20, 896-899, 1974.
P. Bonami and M.A. Lejeune.
An exact solution approach for portfolio optimization problems under
stochastic and integer constraints.
Stochastic Programming E-Print Series, http://www.speps.org,
2007.
V.A. Bondarenko and A.A. Korotkin.
Analysis of discrete optimization algorithms using incomplete
information.
Zh. Vychisl. Mat. i Mat. Fiz., 21(3):783-786, 814, 1981.
Rainer E. Burkard and Helidon Dollani.
Robust location problems with pos/neg weights on a tree.
Networks, 38(2):102-113, 2001.
C.C. Carøe and J. Tind.
A cutting-plane approach to mixed 0-1 stochastic integer programs.
European Journal of Operational Research, 101(2):306-316,
1997.
Claus C. Carøe.
Decomposition in stochastic integer programming.
Ph.d. thesis, University of Copenhagen, Denmark, 1998.
Claus C. Carøe and Rüdiger Schultz.
Dual decomposition in stochastic integer programming.
Oper. Res. Lett., 24(1-2):37-45, 1999.
Claus C. Carøe and Jørgen Tind.
L-shaped decomposition of two-stage stochastic programs with integer
recourse.
Math. Programming, 83(3, Ser. A):451-464, 1998.
R.L. Carraway, T.L. Morin, and H. Moskowitz.
Generalized dynamic programming for stochastic combinatorial
optimization.
Operations Research, 37(5):819-829, 1989.
R.L. Carraway, R.L. Schmidt, and L.R. Weatherford.
An algorithm for maximizing target achievement in the stochastic
knapsack problem with normal returns.
Naval Research Logistics, 40(2):161-173, 1993.
Chia-Shin Chung and James Flynn.
Optimal replacement policies for k-out-of-n systems.
IEEE Trans. Reliab. R-38, No.4, 462-467, 1989.
K. Cormican, D.P. Morton, and R.K. Wood.
Stochastic network interdiction.
Operations Research, 46:184-197, 1998.
M. L. A. G. Cremers, W. K. Klein Haneveld, and M. H. van der Vlerk.
A two-stage model for a day-ahead paratransit planning problem.
In CTW2006-Cologne-Twente Workshop on Graphs and Combinatorial
Optimization, volume 25 of Electron. Notes Discrete Math., page 35
(electronic). Elsevier, Amsterdam, 2006.
M.S. Daskin.
A maximum expected covering location model: formulation, properties
and heuristic solution.
Transportation Science, 17(1):48-70, 1983.
Brian C. Dean, Michel X. Goemans, and Jan Vondrák.
Adaptivity and approximation for stochastic packing problems.
In Proceedings of the Sixteenth Annual ACM-SIAM Symposium on
Discrete Algorithms, pages 395-404 (electronic), New York, 2005. ACM.
M.A.H. Dempster.
A stochastic approach to hierarchical planning and scheduling.
In M.A.H. Dempster, J.K. Lenstra, and A.H.G. Rinnooy Kan, editors,
Deterministic and Stochastic Scheduling, pages 271-296. Reidel,
Dordrecht, 1982.
M.A.H. Dempster, M.L. Fisher, L. Jansen, B.J. Lageweg, J.K. Lenstra, and A.H.G.
Rinnooy Kan.
Analytical evaluation of hierarchical planning systems.
Operations Research, 29:707-716, 1981.
M.A.H. Dempster, M.L. Fisher, L. Jansen, B.J. Lageweg, J.K. Lenstra, and A.H.G.
Rinnooy Kan.
Analysis of heuristics for stochastic programming: results for
hierarchical scheduling problems.
Mathematics of Operations Research, 8:525-537, 1983.
D. Dentcheva, A. Prekopa, and A. Ruszczynski.
Bounds for integer stochastic programs with probabilistic
constraints.
Discrete Applied Mathematics, to appear.
D. Dentcheva and W. Römisch.
Optimal power generation under uncertainty via stochastic
programming.
In K. Marti and P. Kall, editors, Stochastic Programming Methods
and Technical Applications, pages 22-56, Berlin, 1998. Springer-Verlag.
Lecture Notes in Economics and Mathematical Systems Vol. 458.
Darinka Dentcheva, András Prékopa, and Andrzej Ruszczy\'nski.
Concavity and efficient points of discrete distributions in
probabilistic programming.
Math. Program., 89(1, Ser. A):55-77, 2000.
Darinka Dentcheva, András Prékopa, and Andrzej Ruszczy\'nski.
Bounds for probabilistic integer programming problems.
Discrete Appl. Math., 124(1-3):55-65, 2002.
Workshop on Discrete Optimization (Piscataway, NJ, 1999).
C.L. Dert.
Asset Liability Management for Pension Funds, A Multistage
Chance Constrained Programming Approach.
PhD thesis, Erasmus University, Rotterdam, The Netherlands, 1995.
S.J. Drijver, W.K. Klein Haneveld, and M.H. van der Vlerk.
Asset liability management modeling using multistage mixed-integer
stochastic programming.
Research Report 00E52, SOM, University of Groningen, 2000.
S.J. Drijver, W.K. Klein Haneveld, and M.H. van der Vlerk.
ALM model for pension funds: numerical results for a prototype
model.
Research Report 02A44, SOM, University of Groningen,
http://som.rug.nl, 2002.
S.J. Drijver, W.K. Klein Haneveld, and M.H. van der Vlerk.
Asset Liability Management modeling using multi-stage mixed-integer
Stochastic Programming.
In B. Scherer, editor, Asset and Liability Management Tools: A
Handbook for Best Practice, pages 309-324. Risk Books, London, 2003.
Jitka Dupacová.
Uncertainties in stochastic programming models: The minimax
approach.
In S. Albers, R.H. Möhring, G.Ch. Pflug, and R. Schultz, editors,
Dagstuhl Seminar 05031: Algorithms for Optimization with Incomplete
Information, http://www.dagstuhl.de/05031, 2005.
Shane Dye.
Subtree decomposition for multistage stochastic programs.
In S. Albers, R.H. Möhring, G.Ch. Pflug, and R. Schultz, editors,
Dagstuhl Seminar 05031: Algorithms for Optimization with Incomplete
Information, http://www.dagstuhl.de/05031, 2005.
Shane Dye, Leen Stougie, and Asgeir Tomasgard.
The stochastic single node service provision problem.
Stochastic Programming E-Print Series,
http://dochost.rz.hu-berlin.de/speps/, 2002.
M. Dyer and L. Stougie.
Stochastic programming problems: Complexity and approximability.
in preparation.
Pavlos S. Efraimidis and Paul G. Spirakis.
Combinatorial randomized rounding: boosting randomized rounding with
combinatorial arguments.
In Stochastic optimization: algorithms and applications
(Gainesville, FL, 2000), pages 31-53. Kluwer Acad. Publ., Dordrecht, 2001.
Jan Ehrhoff, Sven Grothklags, and Ulf Lorenz.
Disruption Management and Planning with Uncertainties in Aircraft
Planning.
In S. Albers, R.H. Möhring, G.Ch. Pflug, and R. Schultz, editors,
Dagstuhl Seminar 05031: Algorithms for Optimization with Incomplete
Information, http://www.dagstuhl.de/05031, 2005.
Andreas Eichhorn and Werner Römisch.
Stochastic integer programming.
Stochastic Programming E-Print Series, http://www.speps.org,
2005.
Andreas Eichhorn and Werner Römisch.
Stochastic integer programming: limit theorems and confidence
intervals.
Math. Oper. Res., 32(1):118-135, 2007.
Andreas Eichhorn, Werner Römisch, and Isabel Wegner.
Polyhedral Risk Measures and Lagrangian Relaxation in Electricity
Portfolio Optimization.
In S. Albers, R.H. Möhring, G.Ch. Pflug, and R. Schultz, editors,
Dagstuhl Seminar 05031: Algorithms for Optimization with Incomplete
Information, http://www.dagstuhl.de/05031, 2005.
Sebastian Engell, Andreas Märkert, Guido Sand, Rüdiger Schultz, and
Christian Schulz.
Online scheduling of multiproduct batch plants under uncertainty.
In Online optimization of large scale systems, pages 649-676.
Springer, Berlin, 2001.
Leah Epstein and Asaf Levin.
Tracking mobile users.
In S. Albers, R.H. Möhring, G.Ch. Pflug, and R. Schultz, editors,
Dagstuhl Seminar 05031: Algorithms for Optimization with Incomplete
Information, http://www.dagstuhl.de/05031, 2005.
Leah Epstein and Rob van Stee.
Online scheduling of splittable tasks.
In S. Albers, R.H. Möhring, G.Ch. Pflug, and R. Schultz, editors,
Dagstuhl Seminar 05031: Algorithms for Optimization with Incomplete
Information, http://www.dagstuhl.de/05031, 2005.
Y.M. Ermoliev, V.I. Norkin, and R.J-B. Wets.
The minimization of semicontinuous functions: mollifier subgradients.
SIAM Journal on Control and Optimization, 33(1):149-167, 1995.
L. F. Escudero, C. Garcia, J. L. de la Fuente, and F. J. Prieto.
Hydropower generation management under uncertainty via scenario
analysis and parallel computation.
IEEE Transactions on Power Systems, 11(2):683-689, 1996.
L. F. Escudero, A. Garín, M. Merino, and G. Pérez.
A two-stage stochastic integer programming approach as a mixture of
branch-and-fix coordination and Benders decomposition schemes.
Ann. Oper. Res., 152:395-420, 2007.
L. F. Escudero, I. Paradinas, and F. J. Prieto.
Generation expansion planning under uncertainty in demand, economic
environment, generation availability and book life.
In Proceedings of the IEEE Stockholm Power Tech, pages
226-233, Stockholm, Sweden, 1995.
L. F. Escudero, J. Salmeron, I. Paradinas, and M. Sanchez.
SEGEM: A simulation approach for electric generation management.
IEEE Transactions on Power Systems, 13(3):738-748, 1998.
A. Ettinger and P.L. Hammer.
Pseudo-boolean programming with random coefficients.
Cahiers Centre Etud. Rech. oper, 14:67-82, 1972.
Ulrich Faigle and Alexander Schoenhuth.
Note on Negative Probabilities and Observable Processes.
In S. Albers, R.H. Möhring, G.Ch. Pflug, and R. Schultz, editors,
Dagstuhl Seminar 05031: Algorithms for Optimization with Incomplete
Information, http://www.dagstuhl.de/05031, 2005.
L.I. Fejgin.
Ein Zuordnungsproblem bei unvollstaendiger Information ueber die
Gestehungskosten von Operationen.
Izv. Akad. Nauk SSSR, Tekh. Kibern, 6:33-40, 1970.
Sándor Fekete, Rolf Klein, and Andreas Nüchter.
Searching with an Autonomous Robot.
In S. Albers, R.H. Möhring, G.Ch. Pflug, and R. Schultz, editors,
Dagstuhl Seminar 05031: Algorithms for Optimization with Incomplete
Information, http://www.dagstuhl.de/05031, 2005.
Michael C. Ferris and Andrzej Ruszczy\'nski.
Robust path choice in networks with failures.
Networks, 35(3):181-194, 2000.
Lisa Fleischer, Jochen Könemann, Stefano Leonardi, and Guido Schäfer.
Simple cost sharing schemes for multicommodity rent-or-buy and
stochastic Steiner tree.
In STOC'06: Proceedings of the 38th Annual ACM Symposium on
Theory of Computing, pages 663-670, New York, 2006. ACM.
O. B. Fosso, A. Gjelsvik, A. Haugstad, B. Mo, and I. Wangensteen.
Generation scheduling in a deregulated system. The Norwegian
case.
IEEE Transactions on Power Systems, 14(1):75-80, 1999.
P. M. Franca and H. P. L. Luna.
Solving stochastic transportation-location problems by generalized
Benders decomposition.
Transportation Science, 16(2):113-126, 1982.
J.B.G. Frenk, A.H.G. Rinnooy Kan, and L. Stougie.
A hierarchical scheduling problem with a well-solvable second stage.
Annals of Operations Research, 1:43-58, 1984.
Hiroshi Fujiwara and Kazuo Iwama.
Average-Case Competitive Analyses for Ski-Rental Problems.
In S. Albers, R.H. Möhring, G.Ch. Pflug, and R. Schultz, editors,
Dagstuhl Seminar 05031: Algorithms for Optimization with Incomplete
Information, http://www.dagstuhl.de/05031, 2005.
Takeshi Fukao and Tetsuya Harada.
Decomposition of objective function in stochastic combinatorial
optimization.
In System modelling and optimization (Leipzig, 1989), pages
599-610. Springer, Berlin, 1990.
A. Futschik and G. Pflug.
Confidence sets for discrete stochastic optimization.
Ann. Oper. Res., 56:95-108, 1995.
Stochastic programming (Udine, 1992).
D. T. Gardner and J. S. Rogers.
Planning electric power systems under demand uncertainty with
different technology lead times.
Management Science, 45:1289-1306, 1999.
È. Kh. Gimadi.
Justification of a priori estimates for the quality of the
approximate solution of a standardization problem.
Upravlyaemye Sistemy, 27:12-27, 88-89, 1987.
K. Gokbayrak and C. G. Cassandras.
Online surrogate problem methodology for stochastic discrete resource
allocation problems.
J. Optim. Theory Appl., 108(2):349-376, 2001.
R. Gollmer, M. P. Nowak, W. Römisch, and R. Schultz.
Unit commitment in power generation-a basic model and some
extensions.
Annals of Operations Research, 96:167-189, 2000.
Ralf Gollmer, Uwe Gotzes, and Rüdiger Schultz.
Second-order stochastic dominance constraints induced by
mixed-integer linear recourse.
Stochastic Programming E-Print Series, http://www.speps.org,
2007.
Ralf Gollmer, Frederike Neise, and Rüdiger Schultz.
Stochastic programs with first-order dominance constraints induced by
mixed-integer linear recourse.
Stochastic Programming E-Print Series, http://www.speps.org,
2007.
Wei-Bo Gong, Yu-Chi Ho, and Wengang Zhai.
Stochastic comparison algorithm for discrete optimization with
estimation.
SIAM J. Optim., 10(2):384-404 (electronic), 2000.
Uwe Gotzes.
Optimal investments in distributed generation units under
uncertainty.
In CTW2006-Cologne-Twente Workshop on Graphs and Combinatorial
Optimization, volume 25 of Electron. Notes Discrete Math., page 65
(electronic). Elsevier, Amsterdam, 2006.
N. Gröwe-Kuska, K.C. Kiwiel, M.P. Nowak, W. Römisch, and I. Wegner.
Power management under uncertainty by lagrangian relaxation.
In Proceedings of the 6th International Conference Probabilistic
Methods Applied to Power Systems (PMAPS 2000), volume 2, INESC Porto, 2000.
Yongpei Guan, Shabbir Ahmed, and George L. Nemhauser.
Cutting planes for multi-stage stochastic integer programs.
Stochastic Programming E-Print Series, http://www.speps.org,
2006.
Yongpei Guan, Shabbir Ahmed, George L. Nemhauser, and Andrew J. Miller.
A branch-and-cut algorithm for the stochastic uncapacitated
lot-sizing problem.
Math. Program., 105(1, Ser. A):55-84, 2006.
Yongpei Guan and Andrew Miller.
Polynomial time algorithms for stochastic uncapacitated lot-sizing
problems.
Optimization Online, http://www.optimization-online.org, 2006.
Anupam Gupta, Martin Pál, Ramamoorthi Ravi, and Amitabh Sinha.
What about Wednesday? Approximation algorithms for multistage
stochastic optimization.
In Approximation, randomization and combinatorial optimization,
volume 3624 of Lecture Notes in Comput. Sci., pages 86-98. Springer,
Berlin, 2005.
Anupam Gupta, R. Ravi, and Amitabh Sinha.
LP rounding approximation algorithms for stochastic network design.
Math. Oper. Res., 32(2):345-364, 2007.
Knut Haase.
Lotsizing and scheduling for production planning.
Lecture Notes in Economics and Mathematical Systems 408.
Springer-Verlag, 1994.
K. Haugen, A. Løkketangen, and Woodruff D.L.
Progressive hedging as a meta-heuristic applied to stochastic
lot-sizing.
Europen Journal of Operations Research, 132:103-109, 2001.
Thomas Heinze.
An algorithm for multistage stochastic integer programs.
In CTW2006-Cologne-Twente Workshop on Graphs and Combinatorial
Optimization, volume 25 of Electron. Notes Discrete Math., page 69
(electronic). Elsevier, Amsterdam, 2006.
Thomas Heinze and Rüdiger Schultz.
A branch-and-bound method for multistage stochastic integer programs
with risk objectives.
Stochastic Programming E-Print Series, http://www.speps.org,
2007.
Raymond Hemmecke and Rüdiger Schultz.
Decomposition methods for two-stage stochastic integer programs.
In Online optimization of large scale systems, pages 601-622.
Springer, Berlin, 2001.
Raymond Hemmecke and Rüdiger Schultz.
Decomposition of test sets in stochastic integer programming.
Stochastic Programming E-Print Series,
http://dochost.rz.hu-berlin.de/speps/, 2001.
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