Approximation Algorithms for Stochastic and Risk-Averse Optimization.
Jaroslaw ByrkaAravind SrinivasanPublished in: SIAM J. Discret. Math. (2018)
Keyphrases
- approximation algorithms
- stochastic programming
- risk averse
- np hard
- multistage
- risk neutral
- special case
- linear program
- robust optimization
- vertex cover
- worst case
- decision makers
- primal dual
- constant factor
- mathematical programming
- linear programming
- optimization problems
- evolutionary algorithm
- genetic algorithm
- approximation ratio
- portfolio management
- constant factor approximation
- portfolio selection
- stochastic process
- scheduling problem
- optimal solution