| A SUCCESSIVE APPROXIMATION METHOD FOR SOLVING PROBABILISTIC CONSTRAINED PROGRAMS |
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| 引用本文： | 王金德.A SUCCESSIVE APPROXIMATION METHOD FOR SOLVING PROBABILISTIC CONSTRAINED PROGRAMS[J].应用数学学报(英文版),1995,11(1):51-58. |
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| 作者姓名： | 王金德 |
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| 作者单位： | Department of Mathematics，Nanjing University，Nanjing 210008，China |
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| 摘 要： | ＡＳＵＣＣＥＳＳＩＶＥＡＰＰＲＯＸＩＭＡＴＩＯＮＭＥＴＨＯＤＦＯＲＳＯＬＶＩＮＧＰＲＯＢＡＢＩＬＩＳＴＩＣＣＯＮＳＴＲＡＩＮＥＤＰＲＯＧＲＡＭＳＷＡＮＧＪＩＮＤＥ（王金德）（ＤｅｐａｒｔｍｅｎｔｏｆＭａｔｈｅｍａｔｉｃｓ，ＮａｎｊｉｎｇＵｎｉｖｅｒｓ...
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| 收稿时间： | 22 June 1991 |
A successive approximation method for solving probabilistic constrained programs |
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| Jinde Wang.A successive approximation method for solving probabilistic constrained programs[J].Acta Mathematicae Applicatae Sinica,1995,11(1):51-58. |
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| Authors: | Jinde Wang |
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| Institution: | (1) Department of Mathematics, Nanjing University, 210008 Nanjing, China |
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| Abstract: | In this paper a successive approximation method for solving probabilistic constrained programs is proposed. At each iteration of this method only few linear programs on a normal scale have to be solved. An error bound for the optimal value is given. |
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| Keywords: | Approximation probabilistic constrained program epigraph convergence |
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