Sampling-Based Approximation Algorithms for Multistage Stochastic Optimization.
Chaitanya SwamyDavid B. ShmoysPublished in: SIAM J. Comput. (2012)
Keyphrases
- stochastic optimization
- multistage
- approximation algorithms
- special case
- np hard
- single stage
- lot sizing
- vertex cover
- minimum cost
- stochastic programming
- worst case
- dynamic programming
- primal dual
- open shop
- randomized algorithms
- optimal policy
- approximation ratio
- constant factor
- computational complexity
- upper bound
- state space
- disjoint paths
- constant factor approximation