Duality in Stochastic Linear and Dynamic Programming

by Willem K. Klein Haneveld

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.

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Year of publication:	1986
Authors:	Klein Haneveld, Willem K.
Publisher:	Berlin : Springer
Subject:	Mathematische Optimierung \| Mathematical programming \| Theorie \| Theory \| Stochastischer Prozess \| Stochastic process

Extent:	Online-Ressource (VII, 295 p) digital
Series:	Lecture Notes in Economics and Mathematical Systems ; 274
Type of publication:	Book / Working Paper
Language:	English
ISBN:	978-3-642-51697-9 ; 978-3-540-16793-8
Other identifiers:	10.1007/978-3-642-51697-9 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013518575