MPG.eBooks - Table of Contents: Duality in Stochastic Linear and Dynamic Programming

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Bibliographic Details
Main Author:	Klein Haneveld, Willem K.
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg Springer Berlin Heidelberg 1986, 1986
Edition:	1st ed. 1986
Series:	Lecture Notes in Economics and Mathematical Systems
Subjects:	Operations Research Operations Research And Decision Theory
Online Access:	https://doi.org/10.1007/978-3-642-51697-9?nosfx=y
Collection:	Springer Book Archives -2004 - Collection details see MPG.ReNa

Table of Contents:

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