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

Klein Haneveld, Willem K.

ISBN 10: 3540167935 / ISBN 13: 9783540167938

Editore: Springer, 1986

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Codice articolo ERICA79035401679356

Dati bibliografici

• Titolo: Duality in Stochastic Linear and Dynamic Programming (Lecture Notes in Economics and Mathematical Systems, 274)
• Editore: Springer
• Data di pubblicazione: 1986
• Lingua: Inglese
• ISBN 10: 3540167935
• ISBN 13: 9783540167938
• Rilegatura: Paperback
• Condizione: Very Good
• Tipo di libro: book

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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.