Skip to main content
Log in

One stochastic programming problem with constraints of a probabilistic nature

  • Published:
Cybernetics Aims and scope

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Literature Cited

  1. Yu. M. Ermol'ev and T. P. Mar'yanovich, “Optimization and simulation” in: Problems of Cybernetics [in Russian], No. 27, Nauka, Moscow (1973).

    Google Scholar 

  2. E. A. Nurminskii, “Convergence conditions for algorithms of nonlinear programming,” Kibernetika, No. 6 (1972).

  3. M. Loeve, Probability Theory, 3rd ed., Van Nostrand, Princeton (1963).

    Google Scholar 

  4. M. T. Wasan, Stochastic Approximation, Cambridge University Press, London (1969).

    Google Scholar 

  5. A. V. Fiacco and G. P. McCormick, Nonlinear Programming; Sequential Unconstrained Minimization Techniques, Wiley, New York (1968).

    Google Scholar 

  6. Yu. M. Ermol'ev and E. A. Nurminskii, “Extremal problems in statistics and numerical methods of stochastic programming,” in: Some Questions of Control and Simulation [in Russian], Izd. Inst. Matematiki Akad. Nauk UkrSSR, Kiev (1973).

    Google Scholar 

  7. A. M. Gupal and L. G. Bazhenov, “Stochastic analog of the method of conjugate gradients,” Kibernetika, No. 1 (1972).

  8. A. M. Gupal and L. G. Bazhenov, “Stochastic method of linearization,” Kibernetika, No. 3 (1972).

  9. L. G. Bazhenov and A. M. Gupal, “On one stochastic method of possible directions,” Kibernetika, No. 5 (1973).

Download references

Authors

Additional information

Translated from Kibernetika, No. 6, pp. 94–100, November–December, 1974.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Gupal, A.M. One stochastic programming problem with constraints of a probabilistic nature. Cybern Syst Anal 10, 1019–1026 (1974). https://doi.org/10.1007/BF01069447

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01069447

Keywords

Navigation