What About Wednesday? Approximation Algorithms for Multistage Stochastic Optimization.
Anupam GuptaMartin PálR. RaviAmitabh SinhaPublished in: APPROX-RANDOM (2005)
Keyphrases
- stochastic optimization
- multistage
- approximation algorithms
- np hard
- special case
- worst case
- vertex cover
- minimum cost
- open shop
- single stage
- stochastic programming
- dynamic programming
- lot sizing
- optimal policy
- constant factor
- lower bound
- constant factor approximation
- randomized algorithms
- approximation ratio
- primal dual
- disjoint paths
- scheduling problem