TY - GEN A1 - Schultz, Rüdiger A1 - Stougie, Leen A1 - Vlerk, Maarten H. van der T1 - Solving Stochastic Programs with Complete Integer Recourse: a framework using Gröbner Bases N2 - In this paper we present a framework for solving stochastic programs with complete integer recourse and discretely distributed right-hand side vector, using Gröbner 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. T3 - ZIB-Report - SC-95-23 Y1 - 1995 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-1890 ER -