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概率约束规划逼近最优解集的上半收敛性
The Upper Semiconvergence of Optimal Solution Set of Approximations for Probabilistic Constrained Programs
【摘要】 本文讨论了概率约束规划目标函数的连续收敛性,并利用概率测度弱收敛的特征给出了概率约束规划可行集的收敛性条件,得到了概率约束规划逼近最优解集的上半收敛性.
【Abstract】 The continuous convergence of objective function for stochastic constrained programming is discussed.By using characteristic of weak convergence of probability measures,the convergence condition of feasible set for stochastic constrained programming is presented.The upper semiconvergence of optimal solution set of approximations for probabilistic constrained programs is obtained.
【关键词】 概率约束规划;
最优解集;
正则条件;
概率测度弱收敛;
上半收敛性;
【Key words】 Probabilistic constrained programs; Optimal solution set; Regularity condition; Weak convergence of probability measrues; Upper semiconvergence;
【Key words】 Probabilistic constrained programs; Optimal solution set; Regularity condition; Weak convergence of probability measrues; Upper semiconvergence;
【基金】 国家自然科学基金资助项目(60574075)
- 【文献出处】 应用数学 ,Mathematica Applicata , 编辑部邮箱 ,2006年02期
- 【分类号】O221.5
- 【被引频次】1
- 【下载频次】40