Duality in Stochastic Linear and Dynamic Programming
1021133680
Duality in Stochastic Linear and Dynamic Programming
54.99 In Stock
Duality in Stochastic Linear and Dynamic Programming

Duality in Stochastic Linear and Dynamic Programming

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

Duality in Stochastic Linear and Dynamic Programming

by Willem K. Klein Haneveld

Paperback

$54.99 
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Product Details

ISBN-13: 9783540167938
Publisher: Springer Berlin Heidelberg
Publication date: 10/14/1986
Series: Lecture Notes in Economics and Mathematical Systems , #274
Pages: 295
Product dimensions: 8.27(w) x 10.98(h) x 0.03(d)

Table of Contents

1 Introduction and Summary.- 2 Mathematical Programming and Duality Theory.- 3 Shastic 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 Shastic Case.- List of Optimization Problems.
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