随机规划中若干凸性命题(Ⅱ)

Peter kall discussed the convexity statement if a_(i1)(ω),…,a_(in)(ω),b_i(ω) are independent random variables with known normal distributions.In theorem 1, we discuss the convexity statement if a_(ik)(ω)～N(m_k,σ_k) (k=1,…,N;1≤N≤n) and others are fixed. Theorem 1 If a_(ik)(ω)～N(m_k,σ_k)(k=1,…,N;1≤N≤n) and a_(ik)(ω)(k=1,…,N are independent and others are fixed, then (i) Suppose then X_i(a_i) is conyex.