随机线性规划与熵

Stochastic Linear Programming and Entropy

本文把随机线性规划(SLP)问题的先验分布,理解为对该问题的不确定性的信息的度量,从而利用信息理论来确定(SLP)问题的先验分布.这项工作是[3]的结果在(SLP)问题上的一个应用.

In this paper, we take the Priori distribution in the Stochastic Linear Programming (SLP) as the uncertain information quantity.In this paper, we used the information theory to determine the priori distribution of SLP. This work is an application of the result of [3] in the SLP.