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BMS-DMV LIEGE 2001
June 8-10, 2001
University of Liège
Liège, Belgium

Organizers
Klaus D. Bierstedt, J. Schmets

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Models and Algorithms in Stochastic Integer Programming
by
Rüdiger Schultz
Deptartment of Mathematics, University of Duisburg, Germany

Mulit-stage stochastic integer programs with different objectives are discussed from structural and from algorithmic viewpoint. Particular attention is paid to decomposition algorithms based on Lagrangian relaxation of information constraints.

Date received: April 4, 2001

Copyright © 2001 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # cahh-05.