Sampling-based Approximation Algorithms for Multi-stage Stochastic.
Chaitanya SwamyDavid B. ShmoysPublished in: FOCS (2005)
Keyphrases
- approximation algorithms
- multistage
- stochastic programming
- stochastic optimization
- approximation schemes
- np hard
- monte carlo
- assembly systems
- special case
- open shop
- lot sizing
- single stage
- production system
- worst case
- vertex cover
- primal dual
- approximation ratio
- minimum cost
- dynamic programming
- set cover
- constant factor
- randomized algorithms
- optimal policy
- disjoint paths
- lower bound
- polynomial time approximation
- combinatorial auctions