| 随机规划逼近解的收敛性 |
| |
| 引用本文： | 骆建文,鲁世杰.随机规划逼近解的收敛性[J].浙江大学学报(理学版),2000,27(5):493-497. |
| |
| 作者姓名： | 骆建文 鲁世杰 |
| |
| 作者单位： | 浙江大学数学系!浙江杭州310027 |
| |
| 基金项目： | 国家自然科学基金资助项目!(19771072) |
| |
| 摘 要： | 本文对随机规划的逼近解的收敛性作了探讨,证明了当随机向量序列 {Y( k )(k) }依分布收敛于Y(k) 时, 相应于 Y( k )(k) 的随机规划问题的任何最优解序列将收敛到原问题的最优解, 这个结果对如何设计逼近算法提供了一个理论基础.
|
| 关 键 词： | 随机规划 依分布收敛 逼近解 |
| 修稿时间： | 1999-10-29 |
Convergence of approximate solutions in stochastic programming. |
| |
| LUO Jian\|wen,LU Shi\|jie.Convergence of approximate solutions in stochastic programming.[J].Journal of Zhejiang University(Sciences Edition),2000,27(5):493-497. |
| |
| Authors: | LUO Jian\|wen LU Shi\|jie |
| |
| Institution: | Department of Mathematics, Zhejiang University , Hangzhou 310027, China |
| |
| Abstract: | This paper studied the convergence of approximate solutions for stochastic programming and proved that any optimum solution sequence of corresponding problems will converge to one of the optimum solutions of the original problem if random vector sequence {Y( k )(k) } converges to Y(k) in distribution. These results provide the theoretical foundation for constructing approximate algorithms. |
| |
| Keywords: | stochastic programming convergence in distribution approximate solution |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
| 点击此处可从《浙江大学学报(理学版)》浏览原始摘要信息 |
| 点击此处可从《浙江大学学报(理学版)》下载免费的PDF全文 |
