Fully polynomial time \((\Sigma,\Pi)\)-approximation schemes for continuous nonlinear newsvendor and continuous stochastic dynamic programs
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Publication:2089771
DOI10.1007/s10107-021-01685-4zbMath1504.90078OpenAlexW3186080587MaRDI QIDQ2089771
Publication date: 24 October 2022
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-021-01685-4
stochastic dynamic programmingapproximation algorithmshardness of approximationnewsvendor problemstochastic inventory control\(K\)-approximation sets and functions
Applications of mathematical programming (90C90) Stochastic programming (90C15) Dynamic programming (90C39)
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