Probability Distribution Problems Concerning Stochastic Programming Problems
Different kinds of stochastic programming models are formulated in the present mathematical programming literature. Their solutions lead to linear or non-linear deterministic programming problems. There are, however, a number of problems, mainly probability distribution problems, which remained unsolved which are nevertheless important and necessary to solve in order to be able to handle effectively these stochastic optimization problems. The main types of stochastic programming problems are the following.
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