Adaptive Systems

A direct method for solving stochastic programming problems

A. M. Gupal

Kiev

Abstract: A direct method for solving stochastic problems with probabilistic constraints and unknown analytical form of the function is studied. The method employs the analysis of certain random goal functions samples and constraints on the problem.

UDC: 62-50


Received: 28.04.1976

 English version: Automation and Remote Control, 1977, 38:4, 502–506

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