Duality in Stochastic Linear and Dynamic Programming
Title:
Duality in Stochastic Linear and Dynamic Programming
ISBN:
9783642516979
Personal Author:
Edition:
1st ed. 1986.
Publication Information New:
Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1986.
Physical Description:
VII, 295 p. 1 illus. online resource.
Series:
Lecture Notes in Economics and Mathematical Systems, 274
Contents:
1 Introduction and Summary -- 2 Mathematical Programming and Duality Theory -- 3 Stochastic Linear Programming Models -- 4 Some Linear Programs in Probabilities and Their Duals -- 5 On Integrated Chance Constraints -- 6 On The Behaviour of the Optimal Value Operator of Dynamic Programming -- 7 Robustness against Dependence in Pert -- 8 A Dual of a Dynamic Inventory Control Model: The Deterministic and the Stochastic Case -- List of Optimization Problems.
Added Corporate Author:
Language:
English