RUTCOR Colloquia - November 30, 2006
Speaker: Nir Halman
Affiliation: Massachusetts Institute of Technology
Title: Fully Polynomial Time Approximation Schemes for Convex and for Monotone Stochastic Dynamic Programming.
Time: 1:30 - 2:30 PM
Location: RUTCOR Building - Room 139, Rutgers University, Busch Campus, Piscataway, NJ
Abstract:
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.
Using our framework, we give the first FPTAS for several NP-Hard problems
in various fields of research.
Joint work with Diego Klabjan, Chung-Lun Li, James Orlin and David
Simchi-Levi.
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