| Article ID: | iaor1994739 |
| Country: | Netherlands |
| Volume: | 13 |
| Issue: | 3 |
| Start Page Number: | 133 |
| End Page Number: | 142 |
| Publication Date: | Apr 1993 |
| Journal: | Operations Research Letters |
| Authors: | Laporte Gilbert, Louveaux Franois V. |
| Keywords: | programming: branch and bound |
In this paper, a general branch-and-cut procedure for stochastic integer programs with complete recourse and first stage binary variables is presented. It is shown to provide a finite exact algorithm for a number of stochastic integer programs, even in the presence of binary variables or continuous random variables in the second stage.