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Decomposition Algorithms In Stochastic Integer Programming: Applications And Computations., Babak Saleck Pay

Theses and Dissertations

In this dissertation we focus on two main topics. Under the first topic, we develop a new framework for stochastic network interdiction problem to address ambiguity in the defender risk preferences. The second topic is dedicated to computational studies of two-stage stochastic integer programs. More specifically, we consider two cases. First, we develop some solution methods for two-stage stochastic integer programs with continuous recourse; second, we study some computational strategies for two-stage stochastic integer programs with integer recourse. We study a class of stochastic network interdiction problems where the defender has incomplete (ambiguous) preferences. Specifically, we focus on the shortest …