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概率约束规划逼近最优解集的几乎处处上半收敛性
引用本文:王俊林.概率约束规划逼近最优解集的几乎处处上半收敛性[J].佳木斯工学院学报,2012(1):124-126,131.
作者姓名:王俊林
作者单位:重庆师范大学数学学院,重庆401331
摘    要:对概率约束规划逼近最优解集序列的几乎处处上半收敛性进行讨论.利用概率测度方法建立随机规划模型,将带有约束的随机规划问题转化成与其等价的无约束随机规划问题.以概率测度弱收敛的性质给出概率约束规划可行解的几乎处处收敛性条件,得到概率约束规划逼近最优解集序列的几乎处处上半收敛性.

关 键 词:概率约束规划  弱收敛  最优解集序列  乎处处上图收敛  乎处处上半收敛

The Optimal Solution Set Sequence of Probabilistic Constrained Programs with Almost Everywhere Upper Semiconvergence
Authors:WANG Jun  lin
Affiliation:WANG Jun lin College of Math., Chongqin8 Normal University, Chongqing 401331, China
Abstract:In this paper the author discussed the optimal solution set programs with the almost everywhere upper Semiconvergence. Using probab sequence of probabilistic constrained ility measure method to establish ap- proximation stochastic programming problems model, the stochastic programming problems with constraints were converted into equivalents unconstrained stochastic programming problems. And with the weak convergence prop- erties of probability measure, the conditions of almost everywhere convergence to the feasible solution of probabil- ity constrained programming were given. The almost everywhere upper semiconvergence of the optimal solution set sequence of probabilistic constrained programs was obtained.
Keywords:probability constrained programming  weak convergence  optimal solution set sequence  al-most everywhere epi -convergence  almost everywhere upper semiconvergence
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