Stochastic Integer Programming

Abstract

The study of stochastic linear programming problems has resulted in an abundancy of literature, indicating on one hand the proceeds of the investigations and on the other the complexity of the problem type. In stochastic integer programming this complexity is multiplied by the inherent complexity of the general integer programming problem, established in the theory of computational complexity. This, together with the fact that very few researchers have thorough knowledge of both stochastic and integer programming, is the cause of the poor state of the art of the field.