Duality in stochastic linear and dynamic programming
By: Willem K. Klein Haneveld.
Series: Lecture notes in economics and mathematical systems ;; 274
Publisher: Springer-Verlag
Published: 1986
Place of publication: Berlin; New York
Language: eng
Number of pages: 295
Subjects: Stochastic programming; Linear programming; Dynamic programming; Duality theory (Mathematics)
Notes: Includes bibliographies and index.