Totally unimodular multistage stochastic programs

DOI10.1016/J.ORL.2014.11.003MaRDI QIDQ1785317zbMATH OpenOpenAlexFDO

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

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

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

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Cites work

• scientific article; zbMATH DE number 1688599 (Why is no real title available?)
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• scientific article; zbMATH DE number 3185974 (Why is no real title available?)
• Dynamic Inventory Models and Stochastic Programming
• Incidence matrices and interval graphs
• Integral boundary points of convex polyhedra
• Network flows. Theory, algorithms, and applications.
• On structure and stability in stochastic programs with random technology matrix and complete integer recourse
• Scenarios for multistage stochastic programs
• Sequential and parallel algorithms for minimum flows.
• Totally unimodular stochastic programs

Cited in

(2)

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

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