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Duality in Stochastic Linear and Dynamic Programming [1986]

1
Introduction and Summary
9
Mathematical Programming and Duality Theory
21
Stochastic Linear Programming Models
49
Some Linear Programs in Probabilities and Their Duals
113
On Integrated Chance Constraints
139
On the Behaviour of the Optimal Value Operator of Dynamic Programming
165
Robustness Against Dependence in Pert
219
A Dual of a Dynamic Inventory Control Model: The Deterministic and the Stochastic Case
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