The integer L-shaped method for stochastic integer programs with complete recourse

Benders, 1962, Partitioning procedures for solving mixed-variables programming problems, Number Math., 4, 238, 10.1007/BF01386316

Bienstock, 1988, Optimizing resource acquisition decisions by stochastic programming, Management Sci., 34, 215, 10.1287/mnsc.34.2.215

Birge, 1988, A multicut algorithm for two stage stochastic linear programs, European J. Oper. Res., 34, 384, 10.1016/0377-2217(88)90159-2

Birge, 1986, Designing approximation schemes for stochastic optimization problems, in particular for stochastic programs with recourse, Math. Programming Stud., 27, 54, 10.1007/BFb0121114

Dror, 1986, Stochastic vehicle routing with modified savings algorithm, European J. Oper. Res., 23, 228, 10.1016/0377-2217(86)90242-0

1988

Jaillet, 1988, A priori solution of a travelling salesman problem in which a random subset of the customers are visited, Oper. Res., 36, 929, 10.1287/opre.36.6.929

Laporte, 1990, Formulation and bounds for the stochastic capacitated vehicle routing problem with uncertain supplies, 443

Laporte, 1992, The vehicle routing problem with stochastic travel times, Transportation Sci., 26, 161, 10.1287/trsc.26.3.161

Laporte, 1992

Louveaux, 1986, Multistage stochastic programs with block-separable recourse, Math. Programming Stud., 28, 48, 10.1007/BFb0121125

H.N. Psaraftis, “On the practical importance of asymptotic optimality in certain heuristic algorithms”, Networks 14, 587–596.

Stougie, 1985, Design and analysis of algorithms for stochastic integer programming

Van Slyke, 1969, L-shaped linear programs with applications to optimal control and stochastic programming, SIAM J. Appl. Math., 17, 638, 10.1137/0117061

Wets, 1983, Stochastic programming: Solution techniques and approximation schemes, 566

Wollmer, 1980, Two-stage linear programming under uncertainty with 0–1 integer first-stage variables, Math Programming, 19, 279, 10.1007/BF01581648