Fully polynomial time approximation schemes for sequential decision problems
Name
64567353-MIT.pdf
Description
Full printable version
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3.23 MB
Format
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Checksum (MD5)
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Author(s)
Mostagir, Mohamed
Advisor(s)
James B. Orlin.
Date Issued
2005
Publisher
Massachusetts Institute of Technology
Abstract
This thesis is divided into two parts sharing the common theme of fully polynomial time approximation schemes. In the first part, we introduce a generic approach for devising fully polynomial time approximation schemes for a large class of problems that we call list scheduling problems. Our approach is simple and unifying, and many previous results in the literature follow as direct corollaries of our main theorem. In the second part, we tackle a more difficult problem; the stochastic lot sizing problem, and give the first fully polynomial time approximation scheme for it. Our approach is based on simple techniques that could arguably have wider applications outside of just designing fully polynomial time approximation schemes.
Description
Thesis (S.M.)--Massachusetts Institute of Technology, Sloan School of Management, Operations Research Center, 2005.
Includes bibliographical references (p. 65-67).
Subjects
Operations Research Center.
MIT Department
Massachusetts Institute of Technology. Operations Research Center
Sloan School of Management
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