Totally unimodular multistage stochastic programs
Year of publication: |
2015
|
---|---|
Authors: | Sun, Ruichen ; Shylo, Oleg V. ; Schaefer, Andrew J. |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 43.2015, 1, p. 29-33
|
Subject: | Stochastic mixed integer programming | Total unimodularity | Multistage optimization | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process | Theorie | Theory | Ganzzahlige Optimierung | Integer programming |
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