概率约束规划逼近最优解集的稳定性和最优值的连续性  

STABILITY OF APPROXIMATE OPTIMAL SOLUTIONS SETS AND CONTINUITY OF OPTIMAL VALUES OF PROBABILISTIC CONSTRAINED PROGRAMS

作　　者：霍永亮[1] 刘三阳[2] 

机构地区：[1]重庆文理学院数学与计算机科学系 [2]西安电子科技大学应用数学系,西安710071

出　　处：《系统科学与数学》2007年第6期908-914,共7页Journal of Systems Science and Mathematical Sciences

基　　金：国家自然科学基金(60574075);陕西省教育厅专项基金(06JK150);陕西省自然科学基金(2006A13)资助项目

摘　　要：在原始规划可行集上引入了正则的概念,并在此正则条件下,研究了更一般的概率约束规划问题的稳定性.在一定的条件下,得到了概率约束规划逼近最优解集的稳定性和最优值的连续性,从而对近似求解这类问题提供了某种理论依据.The concept of regularity of feasible set is presented, under the regularity condition, the stability of more general probabilistic constrained programs problems is studied. The stability of approximate optimal solutions sets and the continuity of optimal values of probabilistic constrained programs are obtained under some conditions. Therefore, some theoretical foundations are provided for solving this kind of problem using approximation method.

关 键 词：概率约束规划 逼近最优解集 正则条件 概率测度弱收敛 稳定性 

分 类 号：O221.5[理学—运筹学与控制论]