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Duality in Stochastic Linear and Dynamic Programming
von Willem K. Klein HaneveldInhaltsverzeichnis
- 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.