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Contamination for Stochastic Integer Programs

Author

Listed:
  • Petr Dobiáš

Abstract

The requirement on some of the variables to be integer appears quite naturally in many optimization problems. The complexity of such models and the incomplete information force us usually to solve only an approximated stochastic program instead of the original model. A postoptimality analysis is then quite necessary. Application of the contamination method on stochastic integer programs will be described.

Suggested Citation

  • Petr Dobiáš, 2003. "Contamination for Stochastic Integer Programs," Bulletin of the Czech Econometric Society, The Czech Econometric Society, vol. 10(18).
  • Handle: RePEc:czx:journl:v:10:y:2003:i:18:id:120
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    File URL: http://ces.utia.cas.cz/bulletin/index.php/bulletin/article/view/120
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    More about this item

    Keywords

    Stochastic integer programming. Contamination technique. Stability. Sensitivity;

    JEL classification:

    • C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Operations Research; Statistical Decision Theory
    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis

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