A Computationally Efficient FPTAS for Convex Stochastic Dynamic Programs
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Publication:5891186
DOI10.1007/978-3-642-40450-4_49zbMath1395.68336OpenAlexW2012993894WikidataQ59592265 ScholiaQ59592265MaRDI QIDQ5891186
Giacomo Nannicini, Nir Halman, 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
Convex programming (90C25) Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59) Dynamic programming (90C39) Approximation algorithms (68W25)
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