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    EOR
    2006
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    Exact solutions to a class of stochastic generalized assignment problems
    13 years 4 months ago
    Exact solutions to a class of stochastic generalized assignment problems
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    This paper deals with a stochastic Generalized Assignment Problem with recourse. Only a random subset of the given set of jobs will require to be actually processed. An assignment...
    Maria Albareda-Sambola, Maarten H. van der Vlerk, ...
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    ANOR
    2010
    89views more  ANOR 2010»
    Convex approximations for a class of mixed-integer recourse models
    13 years 4 months ago
    Convex approximations for a class of mixed-integer recourse models
    Download  edoc.hu-berlin.de
    We consider mixed-integer recourse (MIR) models with a single recourse constraint. We relate the second-stage value function of such problems to the expected simple integer recour...
    Maarten H. van der Vlerk
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