Verwandte Artikel zu Duality in Stochastic Linear and Dynamic Programming...

Duality in Stochastic Linear and Dynamic Programming (Lecture Notes in Economics and Mathematical Systems) (Lecture Notes in Economics and Mathematical Systems, 274, Band 274) - Softcover

Klein Haneveld, Willem K.

 
9783540167938: Duality in Stochastic Linear and Dynamic Programming (Lecture Notes in Economics and Mathematical Systems) (Lecture Notes in Economics and Mathematical Systems, 274, Band 274)

Inhaltsangabe

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.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.