|
Avtomatika i Telemekhanika, 2006, Issue 6, Pages 126–143
(Mi at1199)
|
|
|
|
This article is cited in 12 scientific papers (total 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.
Citation:
B. V. Vishnyakov, A. I. Kibzun, “Deterministic equivalents for the problems of stochastic programming with probabilistic criteria”, Avtomat. i Telemekh., 2006, no. 6, 126–143; Autom. Remote Control, 67:6 (2006), 945–961
Linking options:
https://www.mathnet.ru/eng/at1199 https://www.mathnet.ru/eng/at/y2006/i6/p126
|
Statistics & downloads: |
Abstract page: | 645 | Full-text PDF : | 214 | References: | 42 | First page: | 1 |
|