Duality in stochastic linear and dynamic programming
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conditions for optimalitydiscrete-time stochastic dynamic programmingintegrated chance constraintsPERTproject planningstochastic linear programmingsufficient condition for stability
Dynamic programming in optimal control and differential games (49L20) Duality theory (optimization) (49N15) Inventory, storage, reservoirs (90B05) Production models (90B30) Deterministic scheduling theory in operations research (90B35) Linear programming (90C05) Stochastic programming (90C15) Convex programming (90C25) Sensitivity, stability, parametric optimization (90C31) Dynamic programming (90C39) Programming in abstract spaces (90C48) Applications of mathematical programming (90C90)
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