Sell or hold: A simple two-stage stochastic combinatorial optimization problem
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Publication:435735
DOI10.1016/j.orl.2011.11.007zbMath1242.90145OpenAlexW1979625029MaRDI QIDQ435735
Qie He, Shabbir Ahmed, Nemhauser, George I.
Publication date: 12 July 2012
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2011.11.007
Abstract computational complexity for mathematical programming problems (90C60) Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59) Combinatorial optimization (90C27)
Related Items (3)
Two-stage stochastic max-weight independent set problems ⋮ The discrete sell or hold problem with constraints on asset values ⋮ The submodularity of two-stage stochastic maximum-weight independent set problems
Cites Work
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