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.