Provably Near-Optimal Approximation Schemes for Implicit Stochastic and Sample-Based Dynamic Programs

DOI10.1287/IJOC.2019.0926MaRDI QIDQ5148198zbMATH OpenOpenAlexFDO

Authors Nir Halman

Publication date 1 February 2021

Published in INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/ijoc.2019.0926

zbMATH Keywords

\(k\)-approximation sets and functionsapproximation algorithmsinventory controlsample average approximation

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

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Cites work

• A computationally efficient FPTAS for convex stochastic dynamic programs
• A fully polynomial-time approximation scheme for single-item stochastic inventory control with discrete demand
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• A sparse sampling algorithm for near-optimal planning in large Markov decision processes
• An approximation scheme for stochastic linear programming and its application to stochastic integer programs
• Approximating convex functions via non-convex oracles under the relative noise model
• Approximating the nonlinear newsvendor and single-item stochastic lot-sizing problems when data is given by an oracle
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• Combinatorial methods in density estimation
• Dynamic programming and optimal control. Vol. 1.
• Fully polynomial time approximation schemes for stochastic dynamic programs
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• scientific article; zbMATH DE number 2121076 (Why is no real title available?)
• Optimal Inventory Policy
• Provably Near-Optimal Sampling-Based Policies for Stochastic Inventory Control Models
• Sampling-based approximation schemes for capacitated stochastic inventory control models
• The data-driven newsvendor problem: new bounds and insights
• The logic of logistics. Theory, algorithms, and applications for logistics management
• The newsvendor problem: review and directions for future research
• When Does a Dynamic Programming Formulation Guarantee the Existence of a Fully Polynomial Time Approximation Scheme (FPTAS)?

Cited in

(4)

• Strongly polynomial FPTASes for monotone dynamic programs
• Fully polynomial time (,)-approximation schemes for continuous nonlinear newsvendor and continuous stochastic dynamic programs
• Efficient approximate dynamic programming based on design and analysis of computer experiments for infinite-horizon optimization
• Automatic Generation of FPTASes for Stochastic Monotone Dynamic Programs Made Easier

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