A Computationally Efficient FPTAS for Convex Stochastic...

SIAM Journal on Optimization 2015 / 01 Vol. 25; Iss. 1

A Computationally Efficient FPTAS for Convex Stochastic Dynamic Programs

Halman, Nir, Nannicini, Giacomo, Orlin, James
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Volume:
25
Language:
english
Journal:
SIAM Journal on Optimization
DOI:
10.1137/13094774X
Date:
January, 2015
File:
PDF, 428 KB
english, 2015
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