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    2008
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    138views Algorithms» more  SODA 2008»
    Fully polynomial time approximation schemes for stochastic dynamic programs
    14 years 2 months ago
    Fully polynomial time approximation schemes for stochastic dynamic programs
    Download  jorlin.scripts.mit.edu
    We develop a framework for obtaining Fully Polynomial Time Approximation Schemes (FPTASs) for stochastic univariate dynamic programs with either convex or monotone single-period c...
    Nir Halman, Diego Klabjan, Chung-Lun Li, James B. ...
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