摘要
主要讨论了一类随机规划的目标函数分别在概率测度序列分布收敛、函数序列上图收敛以及随机变量序列均方可积收敛等收敛意义下目标函数序列的收敛情况,基于上述收敛情况本文给出了一些逼近思想,这些思想可应用于求解这类随机规划问题。
The convergence of objective function sequence in stochastic programming is discussed as the probabilistic measure sequence converged in distribution sense, function sequence converged in epi-convergence and random variable sequence in square-integrable convergence. Some approximating thoughts are given on the basis of above disucussion, which can be applied to solve the problem of stochastic programming.
出处
《纯粹数学与应用数学》
CSCD
1998年第4期39-43,共5页
Pure and Applied Mathematics
关键词
随机规划
逐点收敛
目标函数
随机最优化
stochastic programming
expectant functional
in distribution convergence
epi-convergence
point-wise convergence
