重庆理工大学学报（自然科学版）Issue(4)：132-135,4.DOI:10.3969/j.issn.1674-8425(z).2015.04.026
极大极小随机规划逼近最优值的收敛性
Astringency of Minimax Stochastic Programming Approximation Optimal Value
摘要
Abstract
In order to study the convergence of the optimal minimax stochastic programming problem value,at first,the minimax problem was transformed stochastic programming into two layers of mini-mal stochastic programming model,and we obtained the convergence conditions through two layers of minimal stochastic programming model. Then suppose further that the upper primary problem has a u-nique optimal solution under the condition of the unique optimal approximation,the problem of opti-mal value of semi converges to the value of the original problem was obtained.关键词
随机规划/逼近解/上半收敛Key words
stochastic programming/approximation solution/upper semi-convergence分类
数理科学引用本文复制引用
赵礼阳,霍永亮..极大极小随机规划逼近最优值的收敛性[J].重庆理工大学学报（自然科学版）,2015,(4):132-135,4.基金项目
重庆高校创新团队建设计划项目 （）
