A Computationally Efficient FPTAS for Convex Stochastic Dynamic Programs

DOI10.1007/978-3-642-40450-4_49MaRDI QIDQ5891186zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Nir Halman, Giacomo Nannicini, James B. Orlin

Publication date 17 September 2013

Published in Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/1721.1/116205

Mathematics Subject Classification ID

Approximation algorithms (68W25) Stochastic programming (90C15) Convex programming (90C25) Dynamic programming (90C39) Approximation methods and heuristics in mathematical programming (90C59)

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(9)

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• Fixed-dimensional stochastic dynamic programs: an approximation scheme and an inventory application
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