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Finiteness theorems in stochastic integer programming

Matthias Aschenbrenner·Raymond Hemmecke
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Abstract

We study Graver test sets for families of linear multi-stage stochastic integer programs with varying number of scenarios. We show that these test sets can be decomposed into finitely many ``building blocks'', independent of the number of scenarios, and we give an effective procedure to compute these building blocks. The paper includes an introduction to Nash-Williams' theory of better-quasi-orderings, which is used to show termination of our algorithm. We also apply this theory to finiteness results for Hilbert functions.

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BibTeXRIS

Matthias Aschenbrenner, Raymond Hemmecke. 2005-02-03. Finiteness theorems in stochastic integer programming. https://arxiv.org/abs/math/0502078

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