A Computationally Efficient FPTAS for Convex Stochastic Dynamic Programs.

Nir Halman Giacomo Nannicini James B. Orlin

Published in: SIAM J. Optim. (2015)

Keyphrases

piecewise linear
stochastic dynamic
computationally efficient
approximation algorithms
shape representation
convex functions
data sets
automatic programming
information retrieval
programming environment