@misc{SchultzStougieVlerk, author = {Schultz, R{\"u}diger and Stougie, Leen and Vlerk, Maarten H. van der}, title = {Solving Stochastic Programs with Complete Integer Recourse: a framework using Gr{\"o}bner Bases}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-1890}, number = {SC-95-23}, abstract = {In this paper we present a framework for solving stochastic programs with complete integer recourse and discretely distributed right-hand side vector, using Gr{\"o}bner basis methods from computational algebra to solve the numerous second-stage integer programs. Using structural properties of the integer expected recourse function, we prove that under mild conditions an optimal solution is contained in a finite set. Furthermore, we present a basic scheme to enumerate this set and suggest possible improvements to economize on the number of function evaluations needed.}, language = {en} }