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Deterministic equivalents for the problems of stochastic programming with probabilistic criteria

  • Stochastic Systems
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Abstract

Consideration was given to the problems of stochastic programming with probabilistic and quantile criteria. For some special cases, deterministic equivalents of the original stochastic problems were constructed. The convex properties of the probabilistic and quantile criteria were established for the problems under study.

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Authors and Affiliations

  1. Moscow State Aviation Institute, Moscow, Russia

    V. B. Vishnaykov & A. I. Kibzun

Authors
  1. V. B. Vishnaykov
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  2. A. I. Kibzun
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Additional information

Original Russian Text © V.B. Vishnaykov, A.I. Kibzun, 2006, published in Avtomatika i Telemekhanika, 2006, No. 6, pp. 126–143.

This paper was recommended for publication by A.V. Nazin, a member of the Editorial Board

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Vishnaykov, V.B., Kibzun, A.I. Deterministic equivalents for the problems of stochastic programming with probabilistic criteria. Autom Remote Control 67, 945–961 (2006). https://doi.org/10.1134/S0005117906060099

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  • DOI: https://doi.org/10.1134/S0005117906060099

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