二层概率约束规划的逼近算法  

The approximation algorithm with two layer relating probability restraint programming problem

作　　者：叶中华[1] 

机构地区：[1]西安财经学院统计学院,陕西西安710061

出　　处：《纺织高校基础科学学报》2011年第3期333-337,共5页Basic Sciences Journal of Textile Universities

摘　　要：探讨了二层概率约束规划问题的稳定性.得出了当随机向量序列{ζ(k)(ω)}分布收敛于ζ(ω)时,相应于{ζ(k)(ω)}的二层概率约束规划问题的最优值收敛于原问题的最优值.The stability of two layer probability restraint programming problem was discussed.It was obtained that optimal values of {ζ（k）（ω）} with two layer probability restraint programming problem converge to optimal values of the original problem when random vector sequence {ζ（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 

分 类 号：O221[理学—运筹学与控制论]