| 随机规划二阶段问题中目标函数的可微性 |
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| 引用本文： | 刘炼杰. 随机规划二阶段问题中目标函数的可微性[J]. 安徽工业大学学报, 1992, 0(2) |
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| 作者姓名： | 刘炼杰 |
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| 作者单位： | 华东冶金学院基础部 |
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| 摘 要： | 本文讨论了A、B、q不全为随机量时有固定补偿矩阵的随机规划二阶段问题目标函数的可微性,从而推广了文献[1]或[2]中目标函数可微性的定理。
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| 关 键 词： | 随机线性规划 目标函数 有补偿二阶段问题 固定补偿矩阵 |
Differentiability of Objective Function in Stochastic Programming Two-Stage Problem |
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| Lin Lianjie. Differentiability of Objective Function in Stochastic Programming Two-Stage Problem[J]. Journal of Anhui University of Technology, 1992, 0(2) |
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| Authors: | Lin Lianjie |
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| Affiliation: | Common Course Department |
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| Abstract: | In this paper We studied the differentiability of the objective function of SLP tow-stage problem With fixed recousse matrix when A, b, q are notall random vectors, hence extended the differentiability theorem of the objective function in (1) or (2). |
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| Keywords: | Stochastic linear programming objective function two-stage problem with recourse fixed recourse matrix. |
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