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Efficient Approximation for Stochastic Optimization

Obiettivo

The primary goal of this research is to develop a general and constructive theory for a wide class of stochastic optimization problems in various research areas such as operations research, inventory and production management, project and machine scheduling, mathematical finance and theoretical computer science. This research project proposes to investigate efficient approximation methods for stochastic dynamic programming problems. The proposed project aims to establish when stochastic dynamic problems have FPTAS, develop generic tools to unify the creation of FPTAS, and develop efficient algorithms for realistic problems. If successful this research would lead to a better understanding of the difficulty involved in solving stochastic dynamic programming problems and to efficient approximations for stochastic optimization problems. The project is built in a modular way, exploring independently various practical topics in stochastic optimization such as stochastic models, structure of optimal policies, applied probability, dependencies of the stochastic variable, hardness results and practical performance.

Campo scientifico (EuroSciVoc)

Argomento(i)

Invito a presentare proposte

FP7-PEOPLE-2009-RG
Vedi altri progetti per questo bando

Meccanismo di finanziamento

MC-IRG - International Re-integration Grants (IRG)

Coordinatore

THE HEBREW UNIVERSITY OF JERUSALEM
Contributo UE
€ 100 000,00
Indirizzo
EDMOND J SAFRA CAMPUS GIVAT RAM
91904 Jerusalem
Israele
Tipo di attività
Higher or Secondary Education Establishments
Collegamenti
Costo totale
Nessun dato