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Duality in Stochastic Linear and Dynamic Programming - Willem K. Klein Haneveld

English
1986-08-01
€67.74 €84.68

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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 Stochast ... Full description

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Description

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.

More Information

Author Willem K. Klein Haneveld
Publisher Springer Berlin Heidelberg
Series Lecture Notes in Economics and Mathematical Systems
Release year 1986
Cover type Softcover
EAN 9783540167938
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€67.74 €84.68