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JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 1980 Issue 2, Pages 117–124 (Mi at6978)

Developing Systems

A two-level system with probabilistic conditions for parameters

I. A. Vatel', V. I. Tsurkov

Moscow

Abstract: A sectoral planning model [1] is extended in the assumption of probabilistic information for some its parameters. The statement is applicable to the case of so-called two-stage problems of stochastic programming. The method for solution the resultant equivalent deterministic problem is a decompositional algorithm of variable integration. The key result is establishment of local monotoneity, within the framework of these constructions, of which for the original problem was regarded as a possibility.

UDC: 65.012.122


Received: 16.10.1978


 English version:
Automation and Remote Control, 1980, 41:2, 232–237

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