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The use of linear programming in stochastic optimization

  • Conference paper
DGOR / ÖGOR

Part of the book series: Operations Research Proceedings 1992 ((ORP,volume 1992))

  • 228 Accesses

Abstract

In this talk we give an overview of the use of linear programming in stochastic dynamic optimization. The survey consists of four parts.

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Author information

Authors and Affiliations

  1. Institute of Applied Mathematics and Computer Science, University of Leiden, P.O.Box 9512, 2300 RA, Leiden, The Netherlands

    Lodewijk C. M. Kallenberg

Authors
  1. Lodewijk C. M. Kallenberg
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Editor information

Editors and Affiliations

  1. Universität Hamburg, Von-Melle-Park 5, W-2000, Hamburg 13, Germany

    Karl-Werner Hansmann

  2. Universität zu Köln, Weyertal 86–90, W-5000, Köln 41, Germany

    Achim Bachem

  3. RWTH Aachen, Ahornstr. 55, W-5100, Aachen, Germany

    Matthias Jarke

  4. Wirtschaftsuniversität Wien, Blumengasse 61, A-1170, Wien, Germany

    Wolfgang E. Katzenberger

  5. FIDUCIA AG, Dieselstr. 1, W-7500, Karlsruhe 41, Germany

    Alfred Marusev

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© 1993 Springer-Verlag Heidelberg

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Kallenberg, L.C.M. (1993). The use of linear programming in stochastic optimization. In: Hansmann, KW., Bachem, A., Jarke, M., Katzenberger, W.E., Marusev, A. (eds) DGOR / ÖGOR. Operations Research Proceedings 1992, vol 1992. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-78196-4_71

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  • DOI: https://doi.org/10.1007/978-3-642-78196-4_71

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-56642-7

  • Online ISBN: 978-3-642-78196-4

  • eBook Packages: Springer Book Archive

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