A stochastic geometric programming problem with multiplicative recourse

The polynomials that characterize a geometric programming problem are defined by the coefficients cij and aijk, which are usually assumed to be constants. This paper allows these parameters to be random variables with known joint distribution functions and derives the properties of a deterministic equivalent problem corresponding to a multiplicative recourse stochastic model, where the recourse variables rectify in a proportional sense the amount of possible violations of the constraints.