E-Book, Englisch, Band 274, 295 Seiten, eBook
Klein Haneveld Duality in Stochastic Linear and Dynamic Programming
Erscheinungsjahr 2013
ISBN: 978-3-642-51697-9
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark
E-Book, Englisch, Band 274, 295 Seiten, eBook
Reihe: Lecture Notes in Economics and Mathematical Systems
ISBN: 978-3-642-51697-9
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark
Zielgruppe
Research
Autoren/Hrsg.
Weitere Infos & Material
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.