by Gafarov, E.R., Dolgui, A., Lazarev, A.A., Werner, F..
Series: 2013-02, Preprints
In this paper, a graphical algorithm (GrA) for an investment optimization problem is presented. 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.
Investment problem; Dynamic programming; Graphical algorithm, FPTAS