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Fully Polynomial Time Approximation Schemes for Stochastic Dynamic Programs
Published 2017“…Using our framework, we provide the first FPTASs for several NP-hard problems in various fields of research such as knapsack models, logistics, operations management, economics, and mathematical finance. Extensions of our framework via the use of the newly established computational rules are also discussed.…”
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Diagonal and Low-Rank Matrix Decompositions, Correlation Matrices, and Ellipsoid Fitting
Published 2013“…This convex body, and particularly its facial structure, plays a role in applications from combinatorial optimization to mathematical finance. The third problem is a basic geometric question: given points $v_1,v_2,\ldots,v_n\in \mathbb{R}^k$ (where $n > k$) determine whether there is a centered ellipsoid passing exactly through all the points. …”
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