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A PTAS for a Class of Stochastic Dynamic Programs
[article]
2018
arXiv
pre-print
We develop a framework for obtaining polynomial time approximation schemes (PTAS) for a class of stochastic dynamic programs. Using our framework, we obtain the first PTAS for the following stochastic combinatorial optimization problems: : We are given a set of n items, each item i∈ [n] has a value X_i which is an independent random variable with a known (discrete) distribution π_i. We can probe a subset P⊆ [n] of items sequentially. Each time after probing an item i, we observe its value
arXiv:1805.07742v1
fatcat:smtddqvovfenvhjsy5nep5dfmq