Base duality theorem for stochastic and parametric linear programming.
Paul van MoesekeGerhard TintnerPublished in: Unternehmensforschung (1964)
Keyphrases
- linear programming
- linear program
- integer programming
- feasible solution
- nonlinear programming
- objective function
- stochastic programming
- column generation
- semidefinite programming
- optimal solution
- interior point methods
- primal dual
- quadratic programming
- stochastic optimization
- monte carlo
- np hard
- constraint propagation
- data sets
- linear programming problems
- network flow
- von neumann
- stochastic process
- search algorithm
- parametric models
- dynamic programming
- stochastic processes
- stochastic model
- sufficient conditions
- markov chain
- multistage