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On complexity of multistage stochastic programs

✍ Scribed by Alexander Shapiro


Publisher
Elsevier Science
Year
2006
Tongue
English
Weight
189 KB
Volume
34
Category
Article
ISSN
0167-6377

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A stochastic (randomization) algorithm for solving mixed zero-one programs in a yes-no form is presented. Under a set of conditions, we show that any mixed zero-one program is such that either a feasible solution for the problem is obtained or it is classiΓΏed as infeasible. The algorithm is such tha