| Article ID: | iaor19931532 |
| Country: | United Kingdom |
| Volume: | 30 |
| Start Page Number: | 133 |
| End Page Number: | 139 |
| Publication Date: | Jan 1990 |
| Journal: | USSR Computational Mathematics and Mathematical Physics |
| Authors: | Averbakh I.L. |
| Keywords: | optimization |
An iterative decomposition method is proposed for solving single-stage stochastic programming problems with a block structure and integer decision rules. Separable and nonseparable systems are considered. An analytical solution is obtained for problems with uniformly distributed coefficients.