. The optimization problems corresponding to the inventory games are formulated as stochastic programs. We observe that the … strong duality of stochastic linear programming not only directly leads to a series of recent results concerning the non …

This book presents the latest findings on stochastic dynamic programming models and on solving optimal control problems … combinatorial methods. Chapter two is dedicated to infinite horizon stochastic discrete optimal control models and Markov decision … problems with average and expected total discounted optimization criteria, while Chapter three develops a special game …