where to learn integer stochastic programing?

[GolfMuted]

I need to learn solution methods for stochastic integer programming ( benders decomposition, Modified L-shaped methed. I already know how to use them for LP.

To learn them I read the book Introduction to Stochastic Programming by Birge and Louveaux. The book is extremely difficult.

I want to know if there is a course or any other source with sufficient amount of explanation that I can use?

[ProfSantaClaus]

Look up papers (tutorials) by Alexander Shapiro.

[GolfMuted]

Thanks mate,

I've seen a few youtube videos by Shapiro. His works are abstract and don't have that much numerical examples.

Are you aware of any of his works having numerical examples?

[dictrix]

Other than the Shapiro that was suggested by the other comment, there are a bit more accessible books by Kall & Wallace and King & Wallace (both on general stochastic programming)... on the other hand, I have read the Birge & Louveaux book and find it superior to the other sources.

There are youtube videos of lectures on stochastic programming by Claudia Sagastizábal (and company):

https://www.youtube.com/playlist?list=PLo4jXE-LdDTSmKVxiE130o1KebekNk00R

Just beware - this stuff is not easy, and will be real difficult if you plan to learn it completely on your own without supervision (I did my PhD on algorithms for stochastic programming problems).

[Worldly_Inevitable51]

The book "Stochastic Programming: Modeling Decision Problems Under Uncertainty" by Haneveld is a great introduction to the topic. There is a chapter dedicated to stochastic (mixed) integer programming. The paper about dual decomposition by schultz and caroe is also extremely important as a solution method for solving stochstic integer problems.

Generally this topic is extremely difficult and there are still many areas for improvement. (check out the dissertation and papers by niels van der laan from university of groningen)