Toward Breaking the Curse of Dimensionality: An FPTAS for Stochastic Dynamic Programs with Multidimensional Actions and Scalar States (Q4634100)

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scientific article; zbMATH DE number 7051466
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Toward Breaking the Curse of Dimensionality: An FPTAS for Stochastic Dynamic Programs with Multidimensional Actions and Scalar States
scientific article; zbMATH DE number 7051466

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    Toward Breaking the Curse of Dimensionality: An FPTAS for Stochastic Dynamic Programs with Multidimensional Actions and Scalar States (English)
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    7 May 2019
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    dynamic programming
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    approximation algorithms
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    fully polynomial-time approximation scheme
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    multistage linear programming
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