Geodesic
Optimization problems with random data
Žurnal Sibirskogo federalʹnogo universiteta. Matematika i fizika, Tome 6 (2013) no. 4, pp. 506-515

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The article discusses a new approach to optimization problems with random input parameters, which is defined as a random programming. This approach uses a numerical probability analysis and allows us to construct the set of solutions of the optimization problem based on the joint probability density function.
Keywords: numerical probabilistic analysis, random programming, mathematical programming. 
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     author = {Olga A. Popova},
     title = {Optimization problems with random data},
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Olga A. Popova. Optimization problems with random data. Žurnal Sibirskogo federalʹnogo universiteta. Matematika i fizika, Tome 6 (2013) no. 4, pp. 506-515. http://geodesic.mathdoc.fr/item/JSFU_2013_6_4_a10/