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Spring 2012 Seminar Series
MASSACHUSETTS INSTITUTE OF TECHNOLOGY
OPERATIONS RESEARCH CENTER
SPRING 2012 SEMINAR SERIES
DATE: February 16th
LOCATION: E62-550
TIME: 4:15pm
Reception immediately following
TITLE
FPTASs for stochastic optimization problems
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).
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