most citedToward breaking the curse of dimensionality: an FPTAS for stochastic dynamic programs with multidimensional actions and scalar states

10 citations · 10 across the 1 of their papers we have counts for

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1 paper

cs.DM2018★ 10 cited

Toward breaking the curse of dimensionality: an FPTAS for stochastic dynamic programs with multidimensional actions and scalar states

Nir Halman, Giacomo Nannicini

We propose a Fully Polynomial-Time Approximation Scheme (FPTAS) for stochastic dynamic programs with multidimensional action, scalar state, convex costs and linear state transition…