The problem of the investment distribution in industries of the aerospace complex.

Economics


Аuthors

Naumov A. V.*, Ivanov S. V.

Moscow Aviation Institute (National Research University), 4, Volokolamskoe shosse, Moscow, А-80, GSP-3, 125993, Russia

*e-mail: naumovav@mail.ru

Abstract

We consider the problem of the investment distribution which is earmarked for the development of the aerospace complex in terms of the random demand for the products of industries and competition. This model is based on a two-stage bilevel stochastic programming problem with the quantile criteria. We show that in the particular case the problem reduces to a single-stage stochastic linear programming problem. We give the sufficient conditions for the existence of the solution. For the case of discrete distribution of the vector of random parameters we provide a special method. This method is coming of the original problem to a mixed integer linear programming problem.

Keywords:

stochastic programming; quantile criteria; mixed integer linear programming problem; confidence method; two-stage problem, bilevel programming problem.


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