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Automatic Generation of FPTASes for Stochastic Monotone Dynamic Programs Made Easier
- Source :
- SIAM Journal on Discrete Mathematics. 35:2679-2722
- Publication Year :
- 2021
- Publisher :
- Society for Industrial & Applied Mathematics (SIAM), 2021.
-
Abstract
- In this paper we go one step further in the automatic generation of FPTASes for multistage stochastic dynamic programs with scalar state and action spaces, in which the cost-to-go functions have a ...
Details
- ISSN :
- 10957146 and 08954801
- Volume :
- 35
- Database :
- OpenAIRE
- Journal :
- SIAM Journal on Discrete Mathematics
- Accession number :
- edsair.doi...........762c4fee75bd268db7077da7388318d4