纺织高校基础科学学报2011,Vol.24Issue(3):333-337,5.
二层概率约束规划的逼近算法
The approximation algorithm with two layer relating probability restraint programming problem
叶中华1
作者信息
- 1. 西安财经学院统计学院,陕西西安710061
- 折叠
摘要
Abstract
The stability of two layer probability restraint programming problem was discussed. It was obtained that optimal values of { ξ(k) (ω) } with two layer probability restraint programming problem converge to optimal values of the original problem when random vector sequence { ξ(k) (ω) } distribution converge to ζ(ω).关键词
概率约束/稳定性/逼近算法/随机向量Key words
probability restraint/ stability approximation algorithm/ random vector分类
数理科学引用本文复制引用
叶中华..二层概率约束规划的逼近算法[J].纺织高校基础科学学报,2011,24(3):333-337,5.