| 概率约束规划逼近最优解集的上半收敛性 |
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| 引用本文： | 霍永亮,刘三阳.概率约束规划逼近最优解集的上半收敛性[J].应用数学,2006,19(2):263-269. |
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| 作者姓名： | 霍永亮 刘三阳 |
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| 作者单位： | 1. 西安电子科技大学应用数学系,西安,710071;榆林学院数学与应用数学系,陕西,榆林,719000
2. 西安电子科技大学应用数学系,西安,710071 |
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| 摘 要： | 本文讨论了概率约束规划目标函数的连续收敛性,并利用概率测度弱收敛的特征给出了概率约束规划可行集的收敛性条件,得到了概率约束规划逼近最优解集的上半收敛性.
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| 关 键 词： | 概率约束规划 最优解集 正则条件 概率测度弱收敛 上半收敛性 |
| 文章编号： | 1001-9847(2006)02-0263-07 |
| 收稿时间： | 2005-04-19 |
| 修稿时间： | 2005年4月19日 |
The Upper Semiconvergence of Optimal Solution Set of Approximations for Probabilistic Constrained Programs |
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| HUO Yong-liang,LIU San-yang.The Upper Semiconvergence of Optimal Solution Set of Approximations for Probabilistic Constrained Programs[J].Mathematica Applicata,2006,19(2):263-269. |
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| Authors: | HUO Yong-liang LIU San-yang |
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| Abstract: | The continuous convergence of objective function for stochastic constrained programming is discussed.By using characteristic of weak convergence of probability measures,the convergence condition of feasible set for stochastic constrained programming is presented.The upper semiconvergence of optimal solution set of approximations for probabilistic constrained programs is obtained. |
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| Keywords: | Probabilistic constrained programs Optimal solution set Regularity condition Weak convergence of probability measrues Upper semiconvergence |
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