The interval greedy algorithm for discrete optimization problems with interval objective function

Abstract: We consider a wide class of the discrete optimization problems with interval objective function. We give a generalization of the greedy algorithm for the problems. Using the algorithm, we obtain the set of all possible greedy solutions and the set of all possible values of the objective function for the solutions. For a given probability distribution on intervals of objective function' coefficients, we compute probabilities of the solutions, compute expected values of the objective function for them and other probabilistic characteristics of the problem.