随机规划经验逼近问题最优解集的几乎处处下半收敛性

The Lower Semiconvergence of Optimal Solutions Sets of Empirical Approximation Problems for Stochastic Programming

本文给出了随机规划经验逼近最优解集几乎处处下半收敛的一个充分条件,并由此得到随机规划经验逼近最优解集几乎处处Hausdorff收敛的一个充分条件.

In this paper,a sufficient condition of the almost everywhere lower semiconvergence of empirical approximate optimal solution sets for stochastic programs is studied,and making use of this result gives out a sufficient condition for almost everywhere Hausdorff convergence of empirical approximate optimal solution sets for stochastic programs.