Duality in Stochastic Linear and Dynamic Programming von Willem K. Klein Haneveld | ISBN 9783540167938

Duality in Stochastic Linear and Dynamic Programming

von Willem K. Klein Haneveld
Buchcover Duality in Stochastic Linear and Dynamic Programming | Willem K. Klein Haneveld | EAN 9783540167938 | ISBN 3-540-16793-5 | ISBN 978-3-540-16793-8

Duality in Stochastic Linear and Dynamic Programming

von Willem K. Klein Haneveld

Inhaltsverzeichnis

  • 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.