Willem K. Klein Haneveld

Duality in Stochastic Linear and Dynamic Programming

• Broschiertes Buch

Produktbeschreibung

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.

Produktdetails

• Lecture Notes in Economics and Mathematical Systems 274
• Verlag: Springer / Springer Berlin Heidelberg / Springer, Berlin
• Artikelnr. des Verlages: 978-3-540-16793-8
• 1986.
• Seitenzahl: 304
• Erscheinungstermin: 1. August 1986
• Englisch
• Abmessung: 279mm x 210mm x 17mm
• Gewicht: 753g
• ISBN-13: 9783540167938
• ISBN-10: 3540167935
• Artikelnr.: 29013839

Inhaltsangabe

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.