A stochastic control algorithm for aircraft allocation

Optimization of aircraft allocation is formulated as a one-step stochastic programming problem with probabilistic constraints and Boolean variables. T he initial problem is reduced to a large-dimensional deterministic linear i nteger programming problem with Boolean variables by the confidence techniq ue. Its solution is a guaranteed solution of the initial stochastic program ming problem. The auxiliary deterministic problem is served with a fast alg orithm based on the branch and boundary method, which also yields the subop timal solution of the initial problem.