Duality in Stochastic Linear and Dynamic Programming

Willem K. Klein Haneveld

ISBN 10: 3540167935 / ISBN 13: 9783540167938

Published by Springer Berlin Heidelberg, Springer Berlin Heidelberg Aug 1986, 1986

About this Item

This item is printed on demand - Print on Demand Titel. Neuware -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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 304 pp. Englisch.

Seller Inventory # 9783540167938

Bibliographic Details

• Title: Duality in Stochastic Linear and Dynamic Programming
• Publisher: Springer Berlin Heidelberg, Springer Berlin Heidelberg Aug 1986
• Publication Date: 1986
• Language: English
• ISBN 10: 3540167935
• ISBN 13: 9783540167938
• Binding: Taschenbuch
• Condition: Neu

About this title

Synopsis

Duality in Stochastic Linear and Dynamic Programming Duality in Stochastic Linear and Dynamic Programming