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

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

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(6)

• Approximating convex functions via non-convex oracles under the relative noise model
• Fixed-dimensional stochastic dynamic programs: an approximation scheme and an inventory application
• A computationally efficient FPTAS for convex stochastic dynamic programs
• Fully polynomial time approximation schemes for stochastic dynamic programs
• Toward breaking the curse of dimensionality: an FPTAS for stochastic dynamic programs with multidimensional actions and scalar states
• When Does a Dynamic Programming Formulation Guarantee the Existence of a Fully Polynomial Time Approximation Scheme (FPTAS)?

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