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随机规划逼近最优解集的上半收敛性 被引量:17

The upper semiconvergence of the optimal solution set of approximations for stochastic programming
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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
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同被引文献97

  • 1霍永亮,刘三阳.函数序列关于弱收敛概率测度序列积分的极限定理[J].兰州大学学报(自然科学版),2005,41(6):125-129. 被引量:6
  • 2霍永亮,刘三阳.概率约束规划逼近最优解集的上半收敛性[J].应用数学,2006,19(2):263-269. 被引量:1
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