| Article ID: | iaor2007446 |
| Country: | Netherlands |
| Volume: | 67 |
| Issue: | 6 |
| Start Page Number: | 945 |
| End Page Number: | 961 |
| Publication Date: | Jun 2006 |
| Journal: | Automation and Remote Control |
| Authors: | Kibzun A.I., Vishnaykov V.B. |
Consideration was given to the problems of stochastic programming with probabilistic and quantile criteria. For some special cases, deterministic equivalents of the original stochastic problems were constructed. The convex properties of the probabilistic and quantile criteria were established for the problems under study.