Duality in Stochastic Linear and Dynamic Programming
Published on 1. August 1986
Book
Paperback/Softback
VII, 295 pages
978-3-540-16793-8 (ISBN)
Description
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.
More details
Series
Language
English
Place of publication
Berlin
Germany
Publishing group
Springer Berlin
Target group
Professional and scholarly
Research
Illustrations
1 s/w Abbildung
VII, 295 p. 1 illus.
Dimensions
Height: 279 mm
Width: 210 mm
Thickness: 17 mm
Weight
746 gr
ISBN-13
978-3-540-16793-8 (9783540167938)
DOI
10.1007/978-3-642-51697-9
Schweitzer Classification
Content
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.