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Decision-making theory has been developing significantly for the last 50 years. It finds its various applications in the very different fields of human activities: engineering, social and life science, and sure economics. The task of substantiating decisions under conditions of uncertainty of all types, except for a priori is reduced to narrowing the initial set of alternatives based on the information available to the decision maker. The quality of recommendations for decision-making under conditions of stochasti...

In this paper, a class of multi-extremal stochastic programming problems is considered. Direct and dual problems are also included in this problem, respectively, in this paper the question of the existence of solutions to such problems is studied, the necessary theorems and proofs are given. Decision making under uncertainty is based on the fact that the probabilities of various scenarios are unknown. Decision-making under risk conditions is based on the fact that each situation of the development of events can be...