Models and methods of mathematical programming in conditions of information scarcity are used in technology, economics, biology, military affairs and other areas of human activity. They are more adequate than other modern formal methods adapted to the analysis of complex systems, to the preparation and selection of optimal and compromise solutions. One-stage, two-stage and multi-stage models with probabilistic conditions and functionals, multi-criteria and game problem statements are presented. Methods of optimization of corresponding equivalents of initial models are given. The problems of stability of solutions and target functionals are investigated. The work contains a large number of applications in conditions of lack of information. Designed for students in the areas of training "Applied Informatics," "Applied Mathematics," "Applied Mathematics and Informatics," "Management" and other areas.