Duality in Stochastic Linear and Dynamic Programming (Lecture Notes in Economics and Mathematical Systems): 274 - Brossura

Klein Haneveld, Willem K.

 
9783540167938: Duality in Stochastic Linear and Dynamic Programming (Lecture Notes in Economics and Mathematical Systems): 274

Contenuti

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.

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9780387167930: Duality in Stochastic Linear and Dynamics Programming

Edizione in evidenza

ISBN 10:  0387167935 ISBN 13:  9780387167930
Casa editrice: Springer Verlag, 1986
Brossura