Ratio-Balanced Maximum Flows

Hannaneh Akrami

Kurt Mehlhorn

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Tommy Odland

Information Processing Letters, pp. 13-17, 2019.

Cited by: 0|Views9

Keywords:

Maximum flowsRatio-balancedFinancePolynomial timeGraph algorithms

Abstract:

•We consider a bipartite graph with securities on one side and accounts on the other side.•Each security has a value and each account has an exposure.•A security can be used for a subset of the accounts.•The goal is to distribute the securities over the accounts so as to balance the risk.•We show how to compute a ratio-balanced flow in po...More

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