Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/21793
Title: Fully polynomial time approximation schemes for stochastic dynamic programs
Authors: Halman, N
Klabjan, D
Li, CL 
Orlin, J
Simchi-Levi, D
Issue Date: 2008
Source: Proceedings of the Annual ACM-SIAM Symposium on Discrete Algorithms, 2008, p. 700-709 How to cite?
Abstract: We develop a framework for obtaining (deterministic) 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.
Description: 19th Annual ACM-SIAM Symposium on Discrete Algorithms, San Francisco, CA, 20-22 January 2008
URI: http://hdl.handle.net/10397/21793
ISBN: 9780898716474
Appears in Collections:Conference Paper

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