| 带随机过程的随机规划问题最优解过程的平稳性与马氏性 |
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| 引用本文： | 陈志平,高勇.带随机过程的随机规划问题最优解过程的平稳性与马氏性[J].纯粹数学与应用数学,1996,12(1):88-92. |
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| 作者姓名： | 陈志平 高勇 |
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| 作者单位： | 西安交通大学!西安710049 |
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| 摘 要： | 证明了带随机过程的随机规划问题其最优争集中至少存在一列最优解均为可测的随机过程；且如果问题中的随机过程具有平稳性与马氏性，则此时间问题的最优解过程亦具有相应的特性。
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| 关 键 词： | 随机规划 随机过程 平稳性 马氏性 最优解过程 |
STATIONARY AND MARKOV PROPERTIES OF OPTIMAL SOLUTIONS OF STOCHASTIC PROGRAMMING PROBLEM WITH RANDOM PROCESSES |
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| Chen Zhiping Gao Yong.STATIONARY AND MARKOV PROPERTIES OF OPTIMAL SOLUTIONS OF STOCHASTIC PROGRAMMING PROBLEM WITH RANDOM PROCESSES[J].Pure and Applied Mathematics,1996,12(1):88-92. |
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| Authors: | Chen Zhiping Gao Yong |
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| Abstract: | It is proved that there exist at least a countable number of optimal solutions in the optimal solution set of general stochastic programming problem with random processes, these optimal solutions are measurable random processes. Based on this result, it is then proved that the relative optimal solutions processes are stationary, Markovian stochastic processes ifthe stochastic processes in the discussed problem have the same properties. |
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| Keywords: | stochastic programming random processes measurability stationary and Markov properties |
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