Totally unimodular multistage stochastic programs

Autor:	Ruichen (Richard) Sun, Andrew J. Schaefer, Oleg Shylo
Rok vydání:	2015
Předmět:	Constraint (information theory) Discrete mathematics Unimodular matrix Applied Mathematics Management Science and Operations Research Integer programming Industrial and Manufacturing Engineering Software Mathematics
Zdroj:	Operations Research Letters. 43:29-33
ISSN:	0167-6377
Popis:	We consider totally unimodular multistage stochastic programs, that is, multistage stochastic programs whose extensive-form constraint matrices are totally unimodular. We establish several sufficient conditions and identify examples that have arisen in the literature.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::3e6c2a2fe6ee56372b5014a172513262 https://doi.org/10.1016/j.orl.2014.11.003 Zobrazit plný text záznamu Full Text from ScienceDirect