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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| English | 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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0.8420050144195557
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0.8374836444854736
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0.8246068358421326
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0.7913816571235657
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