|Table of Contents|

Application of Shortest Path Algorithm in Multi-Stage Decision(PDF)

南京师范大学学报（工程技术版）[ISSN:1006-6977/CN:61-1281/TN]

Issue:
2008年01期
Page:
84-87
Research Field:
Publishing date:

Info

Title:
Application of Shortest Path Algorithm in Multi-Stage Decision
Author(s):
Wang Qiong
School of Mathematics and Computer Science,Nanjing Normal University,Nanjing 210097,China
Keywords:
shortest path;  m ult-i stag e dec is ion;  arb itrage problem
PACS:
TP18
DOI:
-
Abstract:
Research and developm ent o f the shortest path a lgor ithm is introduced. Regard ingm ult-i stag e dec ision problem s, ideas and practical ex amp les o f reso lution by using sho rtest path a lgo rithm a re presented. Them ethod is that dec-i s ion sta tes are represented as nodes o f g raph and the sequentia l relation of sta tes are arcs o f graph. Rega rding arb itrage prob lem, a new a lgo rithm is presented. Regarding a rbitrage prob lem, the paper po ints out d istingu ish ing charac teristic w ith traditiona l shortest path problem: so lv ingm ax im um o fw e ight‘ s product o f path. Based Floyed a lgo rithm fram ewo rk, m ax im um pro fit arb itrage algorithm is presen ted. The algor ithm’ results are better than those o f the form er lite ratures.

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Last Update: 2013-04-24