A Graphical Algorithm for Solving an Investment Optimization Problem

Abstract : In this paper, a graphical algorithm (GrA) is presented for an investment optimization problem. This algorithm is based on the same Bellman equations as the best known dynamic programming algorithm (DPA) for the problem but the GrA has several advantages in comparison with the DPA. Based on this GrA, a fully-polynomial time approximation scheme is proposed having the best known running time. The idea of the GrA presented can also be used to solve some similar scheduling or lot-sizing problems in a more e ffective way
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Communication dans un congrès
Multidisciplinary International Conference on Scheduling: Theory and Applications (MISTA 2013), Aug 2013, Ghent, Belgium. 27p, 2013
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https://hal-emse.ccsd.cnrs.fr/emse-00851924
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  • HAL Id : emse-00851924, version 1

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Evgeny R. Gafarov, Alexandre Dolgui, Alexander Lazarev, Frank Werner. A Graphical Algorithm for Solving an Investment Optimization Problem. Multidisciplinary International Conference on Scheduling: Theory and Applications (MISTA 2013), Aug 2013, Ghent, Belgium. 27p, 2013. 〈emse-00851924〉

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