摘要
本文对随机规划的逼近解的收敛性作了探讨 ,证明了当随机向量序列 {ζ( k) (ω) }依分布收敛于ζ(ω)时 ,相应于ζ( k) (ω)的随机规划问题的任何最优解序列将收敛到原问题的最优解 。
This paper studied the convergence of approximate solutions for stochastic programming and proved that any optimum solution sequence of corresponding problems will converge to one of the optimum solutions of the original problem if random vector sequence \${ζ\+\{(k)\}(ω)} \%converges to\% ζ(ω)\$ in distribution.These results provide the theoretical foundation for constructing approximate algorithms.
出处
《浙江大学学报（理学版）》
CAS
CSCD
2000年第5期493-497,共5页
Journal of Zhejiang University（Science Edition）
基金
国家自然科学基金资助项目!(19771072)
关键词
随机规划
依分布收敛
逼近解
收敛性
最优解
stochastic programming
convergence in distribution
approximate solution
