Ebook: Duality in Stochastic Linear and Dynamic Programming

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Content:
Front Matter....Pages I-VII
Introduction and Summary....Pages 1-8
Mathematical Programming and Duality Theory....Pages 9-20
Stochastic Linear Programming Models....Pages 21-47
Some Linear Programs in Probabilities and Their Duals....Pages 49-111
On Integrated Chance Constraints....Pages 113-138
On the Behaviour of the Optimal Value Operator of Dynamic Programming....Pages 139-164
Robustness Against Dependence in Pert....Pages 165-218
A Dual of a Dynamic Inventory Control Model: The Deterministic and the Stochastic Case....Pages 219-290
Back Matter....Pages 291-295

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Content:
Front Matter....Pages I-VII
Introduction and Summary....Pages 1-8
Mathematical Programming and Duality Theory....Pages 9-20
Stochastic Linear Programming Models....Pages 21-47
Some Linear Programs in Probabilities and Their Duals....Pages 49-111
On Integrated Chance Constraints....Pages 113-138
On the Behaviour of the Optimal Value Operator of Dynamic Programming....Pages 139-164
Robustness Against Dependence in Pert....Pages 165-218
A Dual of a Dynamic Inventory Control Model: The Deterministic and the Stochastic Case....Pages 219-290
Back Matter....Pages 291-295
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