Some Linear Programs in Probabilities and their Duals

Author:

Klein Haneveld W. K.

Publisher

Springer Berlin Heidelberg

Reference32 articles.

1. Bertsekas, D.P., Shreve, S.E., Stochastic optimal control: the discrete time case (Academic Press, New York, 1978).

2. Derman, C., Finite state Markovian decision processes (Academic Press, New York, 1970).

3. Dunford, N., Schwartz, J.T., Lineair operators part I (Interscience, New York, 1957).

4. Ermoliev, Y., Gaivoronski, A., Duality relations and numerical methods for optimization problems on the space of probability measures with constraints on probability measures, Working paper WP-84-46, IIASA (Laxenburg 1984).

5. Gaffke, N., Rüschendorf, L., On a class of extremal problems in statistics, Mathematische Operationsforschung und Statistik, Series Optimization 12 (1981) 123–135.

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