One may think of stochastic programming as simply a subfield of nonlinear programming. The fact that the objective function or some of the constraints are
expressed in terms of multidimensional integrals does not change the essence of
the problem, at least in theory. However, it is precisely because the problem at hand
demands the evaluation of multidimensional integrals that its nature is altered in a
fundamental way from a numerical viewpoint.
Let us consider the following type of problem