Toward Breaking the Curse of Dimensionality: An FPTAS for Stochastic Dynamic Programs with Multidimensional Actions and Scalar States

Nir Halman, Giacomo Nannicini. Toward Breaking the Curse of Dimensionality: An FPTAS for Stochastic Dynamic Programs with Multidimensional Actions and Scalar States. SIAM Journal on Optimization, 29(2):1131-1163, 2019. [doi]

Abstract

Abstract is missing.