Abstract:
A two-step problem of quintile optimization with linear constraints, discrete distribution of the vector of random parameters, and the first stage scalar strategy is studied. An algorithm for finding the exact solution to the problem, and its convergence condition are suggested. As an example, a logistic problem of optimization of
a freight reserved by a company engaged in cargo delivering is considered.
PACS:02.50.Fz, 02.50.-r
Presented by the member of Editorial Board:A. I. Kibzun