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We present the mean value cross decomposition algorithm and its simple enhancement for the two-stage stochastic linear programming problem with complete recourse. The mean value cross decomposition algorithm employs the Benders (primal) subproblems as in the so-called "L-shaped" method but eliminates the Benders master problem for generating the next trial first-stage solution, relying instead upon Lagrangian (dual) subproblems. The Lagrangian multipliers used in defining the dual subproblemsdoi:10.2174/1874243201105010030 fatcat:kv5ifojtf5b4blyz6qprsnot4u