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Duality in stochastic linear and dynamic programming

Author: Willem K Klein Haneveld
Publisher: Berlin ; New York : Springer-Verlag, ©1986.
Series: Lecture notes in economics and mathematical systems, 274.
Edition/Format:   Print book : EnglishView all editions and formats
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Additional Physical Format: Online version:
Klein Haneveld, Willem K., 1944-
Duality in stochastic linear and dynamic programming.
Berlin ; New York : Springer-Verlag, ©1986
(OCoLC)610161277
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Willem K Klein Haneveld
ISBN: 0387167935 9780387167930 3540167935 9783540167938
OCLC Number: 14098354
Description: vii, 295 pages : illustrations ; 24 cm.
Contents: 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.
Series Title: Lecture notes in economics and mathematical systems, 274.
Responsibility: Willem K. Klein Haneveld.

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