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Avtomatika i Telemekhanika, 1977, Issue 4, Pages 61–65 (Mi at7327)  
Adaptive Systems

A direct method for solving stochastic programming problems

A. M. Gupal

Kiev
Full-text PDF (807 kB)
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.

Received: 28.04.1976
Bibliographic databases:
Document Type: Article
UDC: 62-50
Language: Russian
Citation: A. M. Gupal, “A direct method for solving stochastic programming problems”, Avtomat. i Telemekh., 1977, no. 4, 61–65; Autom. Remote Control, 38:4 (1977), 502–506
Citation in format AMSBIB
\Bibitem{Gup77}
\by A.~M.~Gupal
\paper A direct method for solving stochastic programming problems
\jour Avtomat. i Telemekh.
\yr 1977
\issue 4
\pages 61--65
\mathnet{http://mi.mathnet.ru/at7327}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=456476}
\zmath{https://zbmath.org/?q=an:0425.90070}
\transl
\jour Autom. Remote Control
\yr 1977
\vol 38
\issue 4
\pages 502--506
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