An iterative method of solving two-stage discrete stochastic programming problems with additively separable variables

An iterative method is proposed for solving two-stage stochastic programming problems with discrete additively separable variables in the first and second stages and with statistical constraints. Each iteration solves an auxiliary second-stage stochastic programming problem (as a single-stage problem) and a deterministic discrete-programming coordinating problem. A modification of the method to the case of uncertainty is considered. The central problem of the convergence of the iterative process is considered.