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Duality in Stochastic Linear and Dynamic Programming

  • Book
  • © 1986

Overview

Authors:
  1. Willem K. Klein Haneveld

    1. Institute of Econometrics, University of Groningen, Groningen, The Netherlands

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Part of the book series: Lecture Notes in Economics and Mathematical Systems (LNE, volume 274)

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Table of contents (8 chapters)

  1. Front Matter

    Pages I-VII
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  2. Introduction and Summary

    • Willem K. Klein Haneveld
    Pages 1-8

  3. Mathematical Programming and Duality Theory

    • Willem K. Klein Haneveld
    Pages 9-20

  4. Stochastic Linear Programming Models

    • Willem K. Klein Haneveld
    Pages 21-47

  5. Some Linear Programs in Probabilities and Their Duals

    • Willem K. Klein Haneveld
    Pages 49-111

  6. On Integrated Chance Constraints

    • Willem K. Klein Haneveld
    Pages 113-138

  7. On the Behaviour of the Optimal Value Operator of Dynamic Programming

    • Willem K. Klein Haneveld
    Pages 139-164

  8. Robustness Against Dependence in Pert

    • Willem K. Klein Haneveld
    Pages 165-218

  9. A Dual of a Dynamic Inventory Control Model: The Deterministic and the Stochastic Case

    • Willem K. Klein Haneveld
    Pages 219-290

  10. Back Matter

    Pages 291-295
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Keywords

Authors and Affiliations

  • Institute of Econometrics, University of Groningen, Groningen, The Netherlands

    Willem K. Klein Haneveld

Bibliographic Information

  • Book Title: Duality in Stochastic Linear and Dynamic Programming

  • Authors: Willem K. Klein Haneveld

  • Series Title: Lecture Notes in Economics and Mathematical Systems

  • DOI: https://doi.org/10.1007/978-3-642-51697-9

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin Heidelberg 1986

  • Softcover ISBN: 978-3-540-16793-8Published: 01 August 1986

  • eBook ISBN: 978-3-642-51697-9Published: 17 April 2013

  • Series ISSN: 0075-8442

  • Series E-ISSN: 2196-9957

  • Edition Number: 1

  • Number of Pages: VII, 295

  • Number of Illustrations: 1 b/w illustrations

  • Topics: Operations Research/Decision Theory

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