| 连续随机变量的一种离散逼近方法及其在随机规划中的应用 |
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| 引用本文： | 靳文舟,戴天时.连续随机变量的一种离散逼近方法及其在随机规划中的应用[J].吉林大学学报(工学版),1992(1). |
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| 作者姓名： | 靳文舟 戴天时 |
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| 作者单位： | 吉林工业大学应用理科部
(靳文舟)，吉林工业大学应用理科部(戴天时) |
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| 摘 要： | 逼近算法是解随机规划问题的有效方法,本文用一种新的方法构造离散随机变量序列,使其收敛到连续随机变量,给出了一种解二阶段随机规划问题的逼近方法。
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| 关 键 词： | 随机变量 鞅 二阶段 完全补偿 |
A Discret Approximation Method for Continuous Random Variables and its Application on Stochastic Programming |
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| Jin Wenzhou and Dai Tianshi.A Discret Approximation Method for Continuous Random Variables and its Application on Stochastic Programming[J].Journal of Jilin University:Eng and Technol Ed,1992(1). |
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| Authors: | Jin Wenzhou and Dai Tianshi |
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| Affiliation: | Jin Wenzhou and Dai Tianshi |
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| Abstract: | The approximation algorithm is an effective method for solving stochastic programming problems. This paper presents a new method to contract a discret random variable to converge in a coutinuous random variable. And then gives on approximation method for solving the two-stage stochastic programming problems. |
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| Keywords: | random variable martingale complete recourse two-stage |
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