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40
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SODA
2008
ACM
138
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Algorithms
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SODA 2008
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Fully polynomial time approximation schemes for stochastic dynamic programs
14 years 28 days ago
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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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