Approximation Techniques for Stochastic Optimization Problems
Microsoft
Approximation Techniques for Stochastic Optimization Problems
In this talk we will present approximation algorithms (and general techniques) for some basic problems in the field of stochastic optimization. A canonical problem is stochastic knapsack: we are given a knapsack of size B, and a collection of items, where the items have stochastic sizes and rewards (the distributions are known in advance). The
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