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Nonconvex stochastic programming problems - formulations, sample approximations and stability

Publication

Abstract

Optimization problems belong into basic mathematical tasks one can often meet at any branch of science when solving particular problems. Optimization problems infected by randomness possess a great importance.

Such problems are called tasks of stochastic optimization. Recently, these problems are of a wide interest.

New modern methods are developed for solving of problems of this kind. Some of decision variables can be integer valued which is very frequent in practical tasks.

Then assigned mathematical problem becomes to be a problem of integer stochastic programing, or better say, a problem of mixed-integer stochastic programing. Under development are multistage problems, scenario method, etc.

Topic of the doctoral thesis will be oriented to the modern parts of stochastic optimization and modern stochastic optimization methodology. The topic is a relevant branch of scientific investigation and will be successively specified in details.