CSAIL Event Calendar: Previous Series
Fully Polynomial Time Approximation Schemes for Convex and for Monotone Stochastic Dynamic Programming
Speaker: Nir Halman , MIT
Relevant URL: http://theory.csail.mit.edu/~madhu/algcomp/nir-abs.html
We develop a framework for obtaining a (deterministic) Fully Polynomial Time Approximation Scheme (FPTAS) to stochastic univariate dynamic programming with either convex or monotone single period cost function.