168 eng Carøe, Claus C. L-shaped decomposition of two-stage stochastic programs with integer recourse We consider two-stage stochastic programming problems with integer recourse. The L-shaped method of stochastic linear programming is generalized to these problems by using generalized Benders decomposition. Nonlinear feasibility and optimality cuts are determined via general duality theory and can be generated when the second stage problem is solved by standard techniques. Finite convergence of the method is established when Gomory's fractional cutting plane algorithm or a branch-and-bound algorithm is applied.. Article de fons. Stochastic programming Integer programming Benders decomposition General duality theory Article Tind, Jørgen Elsevier vol. 83 n. 3 (1998) p. 451-464 83:3<451 Mathematical Programming 0025-5610 00255610v83n3p451 451 464 11 3 83 00255610v83n3 1998 ARTPUB info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion http://ddd.uab.cat/uab/matpro/00255610v83n3p451.pdf 14 650282