Open Access Open Access  Restricted Access Subscription or Fee Access

One Problem of Nonlinear Stochastic Programming

M. V. Svishchikova

Abstract


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.

Keywords


stochastic programming, direct methods, nonlinear programming.

Full Text:

PDF


Disclaimer/Regarding indexing issue:

We have provided the online access of all issues and papers to the indexing agencies (as given on journal web site). It’s depend on indexing agencies when, how and what manner they can index or not. Hence, we like to inform that on the basis of earlier indexing, we can’t predict the today or future indexing policy of third party (i.e. indexing agencies) as they have right to discontinue any journal at any time without prior information to the journal. So, please neither sends any question nor expects any answer from us on the behalf of third party i.e. indexing agencies.Hence, we will not issue any certificate or letter for indexing issue. Our role is just to provide the online access to them. So we do properly this and one can visit indexing agencies website to get the authentic information.