大规模运输网络二阶段随机规划模型的可积性

Integrability of Two Stage Stochastic Programming Models for Large Scale Transportation Networks

分析了大规模运输网络随机规划模型的凸性，证明了该类模型为一随机凸规划问题。由于模型的目标函数中含有随机变量的积分，模型的最优性条件之一就是积分的可积性。通过分析模型的结构，论证了模型的可积性条件，从而在理论上保证模型的可靠性。

The convexity of the models for large scale transportation networks is analyzed. It is proved that this type of models are convex stochastic programming problems. Since there is integration over stochastic variables in the main functions of a model, its integrability is one of the optimum conditions. By analyzing the structure of a model, the conditions of integrability are discussed to ensure the reliability of the model.