概率约束规划的概率目标模型及其解法

Probabilistic Objective Model of Probabilistic Constrained Programming and Solution

本文在介绍随机规划、概率约束规划及其解法的基础上,提出了概率约束规划的概率目标模型,并给出了概率目标模型的具体解法及计算程序,且与原模型及其解法进行了比较.

The stochastic programming problem is a mathematical programming problem that involves random variables in the definite programming.Since it in-volves random variables in objective functions and constrained functions,it pro-duces many difficulties in computation.So,in this paper after introduciny the stachastic programming,the probabilistic constrained programming and the so-lution of the probabilistic constrained programming,a probabilistic objective mo-del of probabilistic constrained porgramming is proposes which the solution and computing programming of probabilistic objective model is deduces,and a com-parison is also maed of the original model and solution.So,the model with its so-lution proposed in this paper is a very effectvve and practical method for solving probablistic constrained programming problems.