Modification of Recourse Data for Mixed-Integer Recourse Models

نویسنده

  • Maarten H. van der Vlerk
چکیده

We consider modification of the recourse data, consisting of the second-stage parameters and the underlying distribution, as an approximation technique for solving two-stage recourse problems. This approach is applied to several specific classes of mixed-integer recourse problems; in each case, the resulting recourse problem is much easier to solve.

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تاریخ انتشار 2005