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Journal Article

Mixed-integer value functions in stochastic programming

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (2003) 2570 171-184
DOI: 10.1007/3-540-36478-1_16
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Abstract

We discuss the role of mixed-integer value functions in the theoretical analysis of stochastic integer programs. It is shown how the interaction of value function properties with basic results from probability theory leads to structural statements in stochastic integer programming. © Springer-Verlag Berlin Heidelberg 2003.

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Schultz, R. (2003). Mixed-integer value functions in stochastic programming. Lecture Notes in Computer Science (Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), 2570, 171–184. https://doi.org/10.1007/3-540-36478-1_16

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