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2004

Hedging Uncertainty: Approximation Algorithms for Stochastic Optimization Problems

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Hedging Uncertainty: Approximation Algorithms for Stochastic Optimization Problems
Abstract. We study two-stage, finite-scenario stochastic versions of several combinatorial optimization problems, and provide nearly tight approximation algorithms for them. Our problems range from the graph-theoretic (shortest path, vertex cover, facility location) to set-theoretic (set cover, bin packing), and contain representatives with different approximation ratios. The approximation ratio of the stochastic variant of a typical problem is found to be of the same order of magnitude as its deterministic counterpart. Furthermore, we show that common techniques for designing approximation algorithms such as LP rounding, the primal-dual method, and the greedy algorithm, can be adapted to obtain these results.
R. Ravi, Amitabh Sinha
Added 31 Oct 2010
Updated 31 Oct 2010
Type Conference
Year 2004
Where IPCO
Authors R. Ravi, Amitabh Sinha
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