Stochastic Programming

This book is devoted to the problems of shastic (or probabilistic) programming. The author took as his basis the specialized lectures which he delivered to the graduates from the economic cybernetics department of Leningrad University beginning in 1967. Since 1971 the author has delivered a specialized course on Shastic Programming to the gradu­ ates from the faculty of applied mathematics/management processes at Leningrad University. The present monograph consists of seven chapters. In Cha...