Sell or hold: A simple two-stage stochastic combinatorial optimization problem

DOI10.1016/j.orl.2011.11.007zbMath1242.90145MaRDI 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

zbMATH Keywords

stochastic programming; integer programming; approximation algorithm; submodular maximization

Mathematics Subject Classification ID

90C60: Abstract computational complexity for mathematical programming problems

90C15: Stochastic programming

90C59: Approximation methods and heuristics in mathematical programming

90C27: Combinatorial optimization

Related Items

The discrete sell or hold problem with constraints on asset values, The submodularity of two-stage stochastic maximum-weight independent set problems, Two-stage stochastic max-weight independent set problems

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