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000000173 024 8_ \$9 scholar \$a oai:ddd.uab.cat:173
000000173 035 __ \$a 00255610v83n2p229
000000173 041 0_ \$a eng
000000173 100 1_ \$a Schultz, Rüdiger
000000173 245 10 \$a Solving stochastic programs with integer recourse by enumeration \$b : A framework using Gröbner basis reductions
000000173 520 3_ \$a In this paper we present a framework for solving stochastic programs with complete integer recourse and discretely distributed right-hand side vector, using Gröbner basis methods from computational algebra to solve the numerous second-stage integer programs. Using structural properties of the expected integer recourse function, we prove that under mild conditions an optimal solution is contained in a finite set. Furthermore, we present a basic scheme to enumerate this set and suggest improvements to reduce the number of function evaluations needed..
000000173 546 __ \$a Anglès.
000000173 599 __ \$a recerca
000000173 653 1_ \$a Stochastic programming
000000173 653 1_ \$a Integer recourse
000000173 653 1_ \$a Algorithm
000000173 653 1_ \$a Gröbner basis
000000173 655 _4 \$a Article
000000173 655 _4 \$a info:eu-repo/semantics/article
000000173 655 _4 \$a info:eu-repo/semantics/publishedVersion
000000173 700 1_ \$a Stougie, Leen
000000173 700 1_ \$a van der Vlerk, Maarten H.
000000173 773 __ \$g vol. 83 n. 2 (1998) p. 229-252 \$t Mathematical Programming \$x 0025-5610
000000173 856 4_ \$p 24 \$s 1116878 \$u http://ddd.uab.cat/uab/matpro/00255610v83n2p229.pdf
000000173 973 __ \$f 229 \$l 252 \$m 10 \$n 2 \$v 83 \$x 00255610v83n2 \$y 1998
000000173 980 __ \$a ARTPUB \$b MATPRO```