The L-shaped method for stochastic programs with decision-dependent uncertainty
将L形方法扩展到决策依赖不确定性的两阶段随机规划问题，提出统一公式和分布特定的最优性与可行性割，在大规模生产计划实例上效果显著。
Abstract In this paper we extend the well-known L-Shaped method to solve two-stage stochastic programming problems with decision-dependent uncertainty. The method is based on a novel, unifying, formulation and on distribution-specific optimality and feasibility cuts for both linear and integer stochastic programs. Extensive tests on three production planning problems illustrate that the method is extremely effective on large-scale instances.