کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1143035 957174 2012 5 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Sell or Hold: A simple two-stage stochastic combinatorial optimization problem
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات گسسته و ترکیبات
پیش نمایش صفحه اول مقاله
Sell or Hold: A simple two-stage stochastic combinatorial optimization problem
چکیده انگلیسی

The sell or hold problem (SHP) is to sell kk out of nn indivisible assets over two stages, with known first-stage prices and random second-stage prices, to maximize the total expected revenue. We show that SHP is NP-hard when the second-stage prices are realized as a finite set of scenarios. We show that SHP is polynomially solvable when the number of scenarios in the second stage is constant. A max{1/2,k/n}max{1/2,k/n}-approximation algorithm is presented for the scenario-based SHP.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Operations Research Letters - Volume 40, Issue 2, March 2012, Pages 69–73
نویسندگان
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