摘要
对一类概率约束规划逼近最优解集的上半收敛性进行了研究.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.
To study upper semiconvergence of optimal solution set of approximations for a class of probabilistic constrained programs. By using characteristic of weak convergence of probability measures, the convergence condition of feasible set for stochastic constrained progranning is presented. The upper semiconvergence of optimal solution set of approximations for probabilistic constrained programs is obtained.
出处
《纯粹数学与应用数学》
CSCD
北大核心
2007年第2期197-200,204,共5页
Pure and Applied Mathematics
基金
陕西省教育厅专项基金资助项目(06JK150)
榆林学院高层次人才科研启动基金资助项目
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
Probabilistic constrained programs, optimal solution set, regularity condition, weak convergence of probability measures, upper semiconvergence
