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Optimal stopping and supermartingales over partially ordered sets

✍ Scribed by A. Mandelbaum; R. J. Vanderbei


Publisher
Springer
Year
1981
Tongue
English
Weight
613 KB
Volume
57
Category
Article
ISSN
1432-2064

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An algorithm is described for finding the maximal weight chain between two points in a locally finite partial order under the restriction that all but β€’ (or fewer) successive pairs in the chain belong to a given subset of the partial order relation. Applications of the method in molecular genetics,