Geodesic
Stochastic penalty method in problems of probabilistic-probabilistic programming
Nečetkie sistemy i mâgkie vyčisleniâ, Tome 14 (2019) no. 1, pp. 64-74

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The paper studies possibilistic-probabilistic optimization problems in the case of the weakest (drastic) $t$-norm. The stochastic penalty method is proposed to solve problems of the such class. A numerical example is provided.
Keywords: possitbilistic-probabilistic optimization, stochastic penalty method, fuzzy random variable, the weakest $t$-norm. 
@article{FSSC_2019_14_1_a4,
     author = {Yu. E. Egorova},
     title = {Stochastic penalty method in problems of probabilistic-probabilistic programming},
     journal = {Ne\v{c}etkie sistemy i m\^agkie vy\v{c}isleni\^a},
     pages = {64--74},
     publisher = {mathdoc},
     volume = {14},
     number = {1},
     year = {2019},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/FSSC_2019_14_1_a4/}
}
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Yu. E. Egorova. Stochastic penalty method in problems of probabilistic-probabilistic programming. Nečetkie sistemy i mâgkie vyčisleniâ, Tome 14 (2019) no. 1, pp. 64-74. http://geodesic.mathdoc.fr/item/FSSC_2019_14_1_a4/