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]
@article{HalmanN19,
title = {Toward Breaking the Curse of Dimensionality: An FPTAS for Stochastic Dynamic Programs with Multidimensional Actions and Scalar States},
author = {Nir Halman and Giacomo Nannicini},
year = {2019},
doi = {10.1137/18M1208423},
url = {https://doi.org/10.1137/18M1208423},
researchr = {https://researchr.org/publication/HalmanN19},
cites = {0},
citedby = {0},
journal = {SIAM Journal on Optimization},
volume = {29},
number = {2},
pages = {1131-1163},
}