This paper presents a tutorial on the state-of-the-art software for solution of two-stage (mixed-integer) linear stochastic programs and provides list designed this purpose. The methodologies are classified according to decomposition alternatives types variables in problem. We review fundamentals Benders decomposition, dual progressive hedging, as well possible improvements variants. also prese...

We propose a two-stage stochastic variational inequality model to deal with random variables in variational inequalities, and formulate this model as a two-stage stochastic programming with recourse by using an expected residual minimization (ERM) solution procedure. The solvability, differentiability and convexity of the two-stage stochastic programming and the convergence of its sample averag...

Computational studies on two-stage stochastic programming problems indicate that aggregate models have better scale-up properties than disaggregate ones, though the threshold of breaking even may be high. In this paper we attempt to explain this phenomenon, and to lower this threshold. We present the on-demand accuracy approach of Oliveira and Sagastizábal in a form which shows that this approa...

emission trading is one of the famous mechanisms under kyoto protocol to control environmental pollution. the aim of this paper is to design a strategic supply chain network under emission trading scheme with inclusion of stochastic parameters and budget limitation. demand and price of carbon credits are considered as the important stochastic parameters influencing the supply chain network. in ...