One Problem of Nonlinear Stochastic Programming

被引：0
|
作者：
Svishchikova, M., V [1 ]
机构：
[1] St Petersburg State Univ, Dept Math Theory Decis Making Econ, Univ Pr 35, St Petersburg, Russia
来源：
INTERNATIONAL JOURNAL OF APPLIED MATHEMATICS & STATISTICS | 2014年 / 52卷 / 07期
关键词：
stochastic programming; direct methods; nonlinear programming;
D O I：
暂无
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The two-stage problem of stochastic programming is considered. Sufficient conditions of bounded solution existence is determined for the problem. Numerical algorithm for solving the problem based on step-by-step calculation of deterministic programs generated by fixing random variables is proposed. This process is more simple for calculations than the classical direct method based on finding the generalized gradient and its projection on the admissible set.
引用
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页码：1 / 7
页数：7
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