The deterministic and stochastic versions of the resource allocation problem have already been discussed in the literature. The goal of this contribution is to formulate optimization models applicable to the problem of resource allocation under uncertainty, which signifies that profits resulting...

The multidimensional stock control that functions in a random Markov environment is considered. The mathematical formalization of this model was considered with the use of sums of the random variables defined on the Markov chains. The authors introduce a definition of risk function of the type...