Duality in Stochastic Linear and Dynamic Programming

Bibliographic Details
Main Author: Klein Haneveld, Willem K.
Format: eBook
Published: Berlin, Heidelberg Springer Berlin Heidelberg 1986, 1986
Edition:1st ed. 1986
Series:Lecture Notes in Economics and Mathematical Systems
Online Access:
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