论文信息 - Totally unimodular multistage stochastic programs

Totally unimodular multistage stochastic programs

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.

Ruichen Sun | Oleg V. Shylo | Andrew J. Schaefer

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