Sciweavers

Share
SODA
2008
ACM

Fully polynomial time approximation schemes for stochastic dynamic programs

8 years 4 months ago
Fully polynomial time approximation schemes for stochastic dynamic programs
We develop a framework for obtaining Fully Polynomial Time Approximation Schemes (FPTASs) for stochastic univariate dynamic programs with either convex or monotone single-period cost functions. Using our framework, we give the first FPTASs for several NP-hard problems in various fields of research such as knapsack-related problems, logistics, operations management, economics, and mathematical finance. ded abstract containing parts of this work appeared in the proceedings of the ACM-SIAM Symposium on Discrete Algorithms, 2008 Massachusetts Institute of Technology, Cambridge, MA Research supported in part by NSF Contracts DMI-0085683 and DMI-0245352, and by NASA interplanetary supply chain management and logistics architecture.
Nir Halman, Diego Klabjan, Chung-Lun Li, James B.
Added 30 Oct 2010
Updated 30 Oct 2010
Type Conference
Year 2008
Where SODA
Authors Nir Halman, Diego Klabjan, Chung-Lun Li, James B. Orlin, David Simchi-Levi
Comments (0)
books