Duality in Stochastic Linear and Dynamic Programming - Willem K. Klein Haneveld
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Toimitus 12-18 arkipäivässä
30 päivän palautusoikeus
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 Stochast ... Täydellinen kuvaus
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Kuvaus
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.
Lisätietoja
| Kirjoittaja | Willem K. Klein Haneveld |
|---|---|
| Julkaisija | Springer Berlin Heidelberg |
| Series | Lecture Notes in Economics and Mathematical Systems |
| Julkaisuvuosi | 1986 |
| Kannen tyyppi | Pehmeäkantinen |
| EAN | 9783540167938 |