Oleg V. Shylo

Totally Unimodular Multistage Stochastic Programs

  • Andrew J. Schaefer
  • Oleg V. Shylo
  • Ruichen (Richard) Sun
    • Categories Stochastic Programming

    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. Citation Ruichen (Richard) Sun, Oleg V. Shylo, Andrew J. Schaefer, Totally unimodular multistage stochastic programs, Operations Research Letters, Volume 43, Issue 1, … Read more