Duality in Stochastic Linear and Dynamic Programming
Título:
Duality in Stochastic Linear and Dynamic Programming
ISBN:
9783642516979
Autor Pessoal:
Edição:
1st ed. 1986.
PRODUCTION_INFO:
Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1986.
Descrição Física:
VII, 295 p. 1 illus. online resource.
Série:
Lecture Notes in Economics and Mathematical Systems, 274
Conteúdo:
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.
Autor Corporativo Adicionado:
LANGUAGE:
Inglês