随机规划经验逼近问题ε-最优解集的几乎处处Hausdorff收敛性  

Almost Everywhere Hausdorff Convergence ofε-optimal Solution Set Sequence of Empirical Approximations for Stochastic Programming

作　　者：霍永亮[1] 

机构地区：[1]重庆文理学院数学与统计学院,重庆402160

出　　处：《科学技术与工程》2010年第4期855-859,共5页Science Technology and Engineering

基　　金：重庆市教委基金项目(KJ091211);重庆文理学院引进人才项目资助

摘　　要：对随机规划经验逼近问题ε-最优解集序列的几乎处处Hausdorff收敛性进行了研究。首先依据上图收敛性讨论了随机规划经验逼近问题最优值序列的几乎处处收敛性,其次给出了随机规划逼近问题ε-最优解集序列的几乎处处Hausdorff收敛性。To study almost everywhere Hausdorff convergence of ε-optimal solution set sequence of empirical approximations for stochastic programming, the convergence of empirical approximate optimal values for stochastic programming is discussed and the almost everywhere Hausdorff convergence of ε-optimal solution sets of empirical approximations for stochastic programming is given by using epi-convergence.

关 键 词：随机规划 经验逼近 ε-最优解集 Hausdorff收敛 

分 类 号：O224[理学—运筹学与控制论]