Siberian Federal University 
- Issue
- Journal of Siberian Federal University. Mathematics & Physics. 2013 6 (4)
- Authors
- Popova, Olga A.
- Contact information
- Popova, Olga A.:Institute of Space and Information Technology, Siberian Federal University, Kirenskogo, 26, Krasnoyarsk, 660074, Russia;
- Keywords
- numerical probabilistic analysis; random programming; mathematical programming
- Abstract
The article discusses a new approach to optimization problems with random input parameters, which is defined as a random programming. This approach uses a numerical probability analysis and allows us to construct the set of solutions of the optimization problem based on the joint probability density function
- Pages
- 506–515
- Paper at repository of SibFU
- https://elib.sfu-kras.ru/handle/2311/10082
Journal of Siberian Federal University. Mathematics & Physics / Optimization Problems with Random Data
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