摘要
对概率约束规划min{cx+E∑ri=1qi[ζi-Aix]+|P(Ax≥ζ)≥p,Bx≥b},讨论了ζ是无界随机向量时的近似方法,并证明了这种近似方法的收敛性.
The author developed the perturbed problem of a general strongly nonlinear variational inequalities,and proved that the solution of perturbed problem is strongly convergence to the solution of initial problem,if corresponding sets and mappings are continuous.
出处
《四川大学学报(自然科学版)》
CAS
CSCD
北大核心
1997年第4期399-405,共7页
Journal of Sichuan University(Natural Science Edition)
关键词
随机规划
概率约束规划
近似方法
收敛性
variational inequalities,perturbation,Hausdorff distance,strongly convergence