摘要
讨论了逼近随机规划目标函数序列的连续收敛性,研究了逼近随机规划可行集序列的收敛性条件,给出了随机规划逼近最优解集上半收敛的一个充分条件.
The continuous convergence of the objective function sequence of approximations for stochastic programming is discussed. The convergence condition for the fesible set sequence of approximations for stochastic programming is studied. Finally, a sufficient condition for upper semiconvergence of the optimal solution set of approximations for stochastic programming is given.
出处
《西安电子科技大学学报》
EI
CAS
CSCD
北大核心
2005年第6期953-957,共5页
Journal of Xidian University
基金
教育部跨世纪优秀人才基金资助项目
关键词
随机规划
最优解集
上半收敛
stochastic programming
optimal solution set
upper semiconvergence