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Two‐stage stochastic integer programming: a survey

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  • R. Schultz
  • L. Stougie
  • M. H. van der Vlerk

Abstract

Stochastic integer programming is more complicated than stochastic linear programming, as will be explained for the case of the two‐stage stochastic programming model. A survey of the results accomplished in this recent field of research is given.

Suggested Citation

  • R. Schultz & L. Stougie & M. H. van der Vlerk, 1996. "Two‐stage stochastic integer programming: a survey," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 50(3), pages 404-416, November.
    • Handle: RePEc:bla:stanee:v:50:y:1996:i:3:p:404-416
    DOI: 10.1111/j.1467-9574.1996.tb01506.x
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    Cited by:

    1. Li, Y.P. & Huang, G.H. & Nie, S.L. & Qin, X.S., 2007. "ITCLP: An inexact two-stage chance-constrained program for planning waste management systems," Resources, Conservation & Recycling, Elsevier, vol. 49(3), pages 284-307.
    2. Salehi-Amiri, Amirhossein & Akbapour, Navid & Hajiaghaei-Keshteli, Mostafa & Gajpal, Yuvraj & Jabbarzadeh, Armin, 2022. "Designing an effective two-stage, sustainable, and IoT based waste management system," Renewable and Sustainable Energy Reviews, Elsevier, vol. 157(C).
    3. Nesbitt, Peter & Blake, Lewis R. & Lamas, Patricio & Goycoolea, Marcos & Pagnoncelli, Bernardo K. & Newman, Alexandra & Brickey, Andrea, 2021. "Underground mine scheduling under uncertainty," European Journal of Operational Research, Elsevier, vol. 294(1), pages 340-352.
    4. Yaowen Xu & Qiang Fu & Yan Zhou & Mo Li & Yi Ji & Tianxiao Li, 2019. "Inventory Theory-Based Stochastic Optimization for Reservoir Water Allocation," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 33(11), pages 3873-3898, September.

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