I am currently trying to understand the integer L-shaped-method/stochastic version of Benders Decomposition because I have practical problem MIP that is stochastic and thus has very good decomposition structure for Benders.
To get familiar with Benders Decomposition, I started off with implementing the deterministic version of my problem with Benders. That worked successfully and I'd like to think I understood the Benders algorithm in the deterministic case with integer variables in the master problem and continuous variables in the subproblem.
Now though, I kind of struggle to transform my problem into a stochastic enviroment. The main issue is that I can't seem to find good material/literature that explain this step going from deterministic Benders to the stochastic version.
Most literature explains the L-shaped-method in a very theoretical manner (i.e. Van Slyke and Wets 1969, Kall and Wallace 1994, Birge and Louveaux (2011). I struggle to follow the explanations given in those works. Mainly because it seems so far away from the original Benders without explaining in detail where the differences come from. Also, I think for the most part these works concentrate on LPs and not on MIPs.
With this post, I wanted to ask if anyone knows good material that is more "hands-on" and delivers a more practical approach (maybe even an example) for the integer L-shaped-method/stochastic integer Benders?
Maybe, if one is familiar with the method, he could even explain it himself.