Sampling-based Approximation Algorithms for Multi-stage Stochastic Optimization.
Chaitanya SwamyDavid B. ShmoysPublished in: Probabilistic Methods in the Design and Analysis of Algorithms (2007)
Keyphrases
- stochastic optimization
- approximation algorithms
- multistage
- np hard
- special case
- worst case
- vertex cover
- minimum cost
- single stage
- dynamic programming
- approximation ratio
- randomized algorithms
- open shop
- primal dual
- optimal policy
- precedence constraints
- constant factor
- lot sizing
- optimization problems
- machine learning
- scheduling problem