FPTASs for stochastic optimization problems

Dr. Halman Nir - Jerusalem School of Bsiness Administration - The Hebrew University of Jerusalem

Abstract:

We present a framework for obtaining Fully Polynomial Time Approximation Schemes

(FPTASs) for stochastic optimization problems. The functions in our model are either convex or monotone and are over discrete domains. The framework is based on approximating univariate functions by piecewise linear functions and monitoring the propagation of errors.

This talk is based on several joint works with (subsets of) Diego Klabjan (Northwestern), Chung-Lun Li (The Hong Kong Polytechnic University), Jim Orlin(MIT) and David Simchi-Levi (MIT).

ההרצאה תתקיים ביום ג', 20.03.12, בשעה 14:00 בחדר 206, בנין וולפסון הנדסה, הפקולטה להנדסה, אוניברסיטת תל-אביב.