“Classical” optimization problems depending on a probability measure belong mostly to nonlinear deterministic optimization problems that are, from the numerical point of view, relatively complicated.… (More)

Let ξ := ξ(ω) (s×1) be a random vector defined on a probability space (Ω, S, P ); F, PF the distribution function and the probability measure corresponding to the random vector ξ. Let, moreover,… (More)

Multistage stochastic programming problems belong to optimization problems depending on a probability measure. Usually, the operator of mathematical expectation appears in an objective function and,… (More)

Abstract. Multiobjective optimization problems depending on a probability measure correspond to many economic and financial activities. Evidently if the probability measure is completely known, then… (More)