“…In both cases, these are stochastic linear programming problems with probabilistic equality constraints [ 34 , 35 ]. Having implemented in an analytical form the standard approach to solving such problems (see the authors' previous work on this topic [ 33 ]) we obtained optimal probability density functions classified as continuous differential functions, namely: where , , , , ; , , are the Lagrange multipliers, and corresponds to constraint [ 28 ], and , are correspond to constraints [ 27 , 28 ].…”