A Graph Annihilation Problem
In this paper a new minimal cost graph flow problem is defined. Such kind of problem appears by optimal solving of certain financial tasks connected to the currency exchange at the cash currency markets. The initial problem containing absolute values in the objective function which provides the total costs of the financial transaction is transformed to a linear programming problem in the standard form. An example of the solution of the simple graph annihilation problem is given.
KeywordsCurrency markets directed graph cash flow assets annihilation linear programming
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