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    Disjunctive Decomposition for Two-Stage Stochastic Mixed-Binary Programs with Random Recourse
    13 years 10 months ago
    Disjunctive Decomposition for Two-Stage Stochastic Mixed-Binary Programs with Random Recourse
    Download  edoc.hu-berlin.de
    This paper introduces disjunctive decomposition for two-stage mixed 0-1 stochastic integer programs (SIPs) with random recourse. Disjunctive decomposition allows for cutting plane...
    Lewis Ntaimo
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