Abstract
It is well known that the greedy algorithm minimizes \( \sum\nolimits_{i \in A} {{C_i}} \) subject to A ∈ ß where ß is the set of bases of a matroid and C i is the deterministic cost assigned to element i. In this paper, we consider the case that C i are random costs which are ordered with respect to some stochastic ordering relation. We will show that the optimality of the greedy algorithm holds for a broad class of stochastic orders.
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© 1997 Springer-Verlag Berlin Heidelberg
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Kijima, M., Tamura, A. (1997). On the Greedy Algorithm for Stochastic Optimization Problems. In: Christer, A.H., Osaki, S., Thomas, L.C. (eds) Stochastic Modelling in Innovative Manufacturing. Lecture Notes in Economics and Mathematical Systems, vol 445. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-59105-1_2
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DOI: https://doi.org/10.1007/978-3-642-59105-1_2
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-61768-6
Online ISBN: 978-3-642-59105-1
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