Totally unimodular multistage stochastic programs

DOI10.1016/j.orl.2014.11.003zbMath1408.90216OpenAlexW2090783221MaRDI QIDQ1785317

Andrew J. Schaefer, Ruichen (Richard) Sun, Oleg V. Shylo

Publication date: 28 September 2018

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2014.11.003

zbMATH Keywords

total unimodularitymultistage optimizationstochastic mixed integer programming

Mathematics Subject Classification ID

Mixed integer programming (90C11) Stochastic programming (90C15)

Related Items (1)

Scenario-based cuts for structured two-stage stochastic and distributionally robust \(p\)-order conic mixed integer programs

Cites Work

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• Totally unimodular stochastic programs
• Incidence matrices and interval graphs
• Integral Boundary Points of Convex Polyhedra
• Dynamic Inventory Models and Stochastic Programming
• Scenarios for multistage stochastic programs

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