Approximation algorithms for stochastic and risk-averse optimization.
Jaroslaw ByrkaAravind SrinivasanPublished in: CoRR (2017)
Keyphrases
- approximation algorithms
- stochastic programming
- risk averse
- multistage
- np hard
- linear program
- risk neutral
- special case
- worst case
- vertex cover
- primal dual
- robust optimization
- linear programming
- decision makers
- constant factor
- utility function
- portfolio management
- bayesian networks
- optimization problems
- constant factor approximation
- greedy algorithm
- approximation ratio
- lot sizing
- combinatorial optimization
- optimal solution
- objective function