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14 p, 635.0 KB L-shaped decomposition of two-stage stochastic programs with integer recourse / Carøe, Claus C. ; Tind, Jørgen
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. [...]
1998
Mathematical Programming, vol. 83 n. 3 (1998) p. 451-464  
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