摘要
本文讨论了A、B、q不全为随机量时有固定补偿矩阵的随机规划二阶段问题目标函数的可微性,从而推广了文献[1]或[2]中目标函数可微性的定理。
In this paper We studied the differentiability of the objective function of SLP tow-stage problem With fixed recousse matrix when A, b, q are notall random vectors, hence extended the differentiability theorem of the objective function in (1) or (2).
关键词
随机线性规划
目标函数
可微性
Stochastic linear programming
objective function
two-stage problem with recourse
fixed recourse matrix.
