  We propose an Economic - Probabilistic analogy: the category of cost is
analogous to the category of Probability. The proposed analogy permits
construction of an informal theory of nonlinear non-convex Gaussian Utility and
Cost, which describes the real economic processes more adequately than a theory
based on a linear and convex models. Based on the proposed analogy, we build a
nonlinear non-convex planning model with a Gaussian optimality criterion -
Gaussian Programming Model. We also describe a corresponding model of
Generalized Piecewise-Linear Programming that can be used to approximate a
Gaussian Programming model, and vice verse. Proposed constructions are
illustrated on a numerical example.
