Duality in stochastic linear and dynamic programming /
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Berlin ; New York :
Springer-Verlag,
[1986], ©1986
Berlin ; New York : c1986 Berlin ; New York : c1986 |
| Series: | Lecture notes in economics and mathematical systems ;
274 Lecture notes in economics and mathematical systems ; 274 Lecture notes in economics and mathematical systems 274 |
| Subjects: |
Table of 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