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Avtomatika i Telemekhanika, 1980, Issue 2, Pages 117–124
(Mi at6978)
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Developing Systems
A two-level system with probabilistic conditions for parameters
I. A. Vatel', V. I. Tsurkov Moscow
Abstract:
A sectoral planning model [1] is extended in the assumption of probabilistic information for some its parameters. The statement is applicable to the case of so-called two-stage problems of stochastic programming. The method for solution the resultant equivalent deterministic problem is a decompositional algorithm of variable integration. The key result is establishment of local monotoneity, within the framework of these constructions, of which for the original problem was regarded as a possibility.
Received: 16.10.1978
Citation:
I. A. Vatel', V. I. Tsurkov, “A two-level system with probabilistic conditions for parameters”, Avtomat. i Telemekh., 1980, no. 2, 117–124; Autom. Remote Control, 41:2 (1980), 232–237
Linking options:
https://www.mathnet.ru/eng/at6978 https://www.mathnet.ru/eng/at/y1980/i2/p117
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Abstract page: | 147 | Full-text PDF : | 45 |
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