Stochastic bounds on distributions of optimal value functions with applications to pert, network flows and reliability.

Published in: Ann. Oper. Res. (1984)

Keyphrases

network flow
minimum cost
worst case
lower bound
weibull distribution
stochastic dynamic programming
tight bounds
optimization model
dynamic programming
monte carlo
random variables
np complete
integer programming
asymptotically optimal
regret bounds
error tolerance
stage stochastic programs