| 随机规划中的一些逼近结果 |
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| 引用本文： | 赵天绪,李宏涛.随机规划中的一些逼近结果[J].纯粹数学与应用数学,1998,14(4):39-43. |
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| 作者姓名： | 赵天绪 李宏涛 |
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| 作者单位： | [1]西安电子科技大学微电子所 [2]宝鸡文理学院数学系 |
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| 摘 要： | 主要讨论了一类随机规划的目标函数分别在概率测度序列分布收敛、函数序列上图收敛以及随机变量序列均方可积收敛等收敛意义下目标函数序列的收敛情况。基于上述收敛情况给出了一些逼近思想，这些思想可应用于求解这类随机规划问题。
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| 关 键 词： | 随机规划 逐点收敛 目标函数 随机最优化 |
SOME APPROACHING RESULTS OF STOCHASTIC PROGRAMMING |
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| Zhao Tianxu Hao Yue.SOME APPROACHING RESULTS OF STOCHASTIC PROGRAMMING[J].Pure and Applied Mathematics,1998,14(4):39-43. |
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| Authors: | Zhao Tianxu Hao Yue |
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| Abstract: | The convergence of objective function sequence in stochastic programming is discussed as the probabilistic measure sequence converged in distribution sense, function sequence converged in epi-convergence and random variable sequence in square-integrable convergence. Some approximating thoughts are given on the basis of above disucussion, which can be applied to solve the problem of stochastic programming. |
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| Keywords: | stochastic programming expectant functional in distribution convergence epi-convergence point-wise convergence |
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