Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1142291 | Operations Research Letters | 2015 | 5 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Discrete Mathematics and Combinatorics
Authors
Ruichen (Richard) Sun, Oleg V. Shylo, Andrew J. Schaefer,