Prelegent: Dr Nir Halman (Bar-Ilan University, Israel)
Data i czas: 7 września 2022 r., g. 12:00
Abstract: In this lecture, we go one step further in the automatic generation of FPTASes for multi-stage stochastic dynamic programs with scalar state and action spaces, where the cost-to-go functions have a monotone structure in the state variable. While there exist a few frameworks for automatic generation of FPTASes, so far none of them is general and simple enough to be extensively used. We believe that our framework has these two attributes, and has great potential to attract interest from both the operations research and theoretical computer science communities. (Joint work with Tzvi Alon).