This article is cited in 12 papers

Stochastic Systems

Deterministic equivalents for the problems of stochastic programming with probabilistic criteria

B. V. Vishnyakov, A. I. Kibzun

Moscow Aviation Institute

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.

PACS: 02.50.Fz

Presented by the member of Editorial Board: A. V. Nazin

Received: 31.01.2006

 English version: Automation and Remote Control, 2006, 67:6, 945–961

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