Norkin, Vladimir I.; Ermoliev, Yuri M.; Ruszczyński, Andrzej On optimal allocation of indivisibles under uncertainty. (English) Zbl 0987.90064 Oper. Res. 46, No. 3, 381-395 (1998). Summary: The optimal allocation of indivisible resources is formalized as a stochastic optimization problem involving discrete decision variables. A general stochastic search procedure is proposed, which develops the concept of the branch-and-bound method. The main idea is to process large collections of possible solutions and to devote more attention to the most promising groups. By gathering more information to reduce the uncertainty and by narrowing the search area, the optimal solution can be found with probability one. Special techniques for calculating stochastic lower and upper bounds are discussed. The results are illustrated by a computational experiment. Cited in 30 Documents MSC: 90C15 Stochastic programming 90C57 Polyhedral combinatorics, branch-and-bound, branch-and-cut Keywords:stochastic optimization; discrete decision variables; branch-and-bound method PDFBibTeX XMLCite \textit{V. I. Norkin} et al., Oper. Res. 46, No. 3, 381--395 (1998; Zbl 0987.90064) Full Text: DOI Link