Stochastic Bounds on Distributions of Optimal Value Functions with Applications to PERT, Network Flows and Reliability.

Published in: Oper. Res. (1986)

Keyphrases

network flow
minimum cost
worst case
weibull distribution
upper bound
tight bounds
stochastic dynamic programming
lower bound
linear programming
monte carlo
probability distribution
stochastic processes
regret bounds
optimal control
optimization model
large deviations
function classes
expected loss