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Two-stage stochastic programs: Integer variables, dominance relations and PDE constraints

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  • From a unified point-of-view, we present some recent developments in two-stage stochastic programming. Our discussion includes stochastic programs with integer variables, stochastic programs with dominance constraints, and PDE constrained stochastic programs.
    Mathematics Subject Classification: Primary: 90C15, 90C11, 60E15.

    Citation:

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