Totally unimodular multistage stochastic programs
نویسندگان
چکیده
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.
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ورودعنوان ژورنال:
- Oper. Res. Lett.
دوره 43 شماره
صفحات -
تاریخ انتشار 2015