Deterministic equivalents for the problems of stochastic programming with probabilistic criteria

被引：11

作者：

Vishnaykov, VB ^{[1
]}

Kibzun, AI ^{[1
]}

机构：

[1] Moscow State Aviat Inst, Moscow, Russia

来源：

AUTOMATION AND REMOTE CONTROL | 2006年 / 67卷 / 06期

关键词：

02; 50; Fz;

D O I：

10.1134/S0005117906060099

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

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.

引用

页码：945 / 961

页数：17

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