| 有补偿二阶段随机最优化问题的逼近算法研究 |
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| 引用本文： | 冯江 杨清麟 许德昌. 有补偿二阶段随机最优化问题的逼近算法研究[J]. 南方冶金学院学报, 2005, 26(4): 63-66 |
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| 作者姓名： | 冯江 杨清麟 许德昌 |
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| 作者单位： | [1]江西理工大学信息工程学院,江西赣州341000 [2]江西理工大学继续教育学院,江西赣州341000 [3]江西理工大学机电工程学院,江西赣州341000 |
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| 摘 要： | 探讨了以随机变量的子样为条件，使用目标函数的经验均值逼近法来求解有补偿二阶段问题，并分析了相关的收敛性，不要求了解所涉及的随机变量的分布函数是该方法的特点。
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| 关 键 词： | 随机最优化 补偿 二阶段 目标函数 算法 |
| 文章编号： | 1007-1229（2005）04-0063-04 |
| 收稿时间： | 2005-03-30 |
| 修稿时间： | 2005-03-30 |
Research of Approximating Algorithm for Compensated Two-stage Stochastic Optimization Problem |
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| Feng Jiang;Yang QingLin;Xu DeChang. Research of Approximating Algorithm for Compensated Two-stage Stochastic Optimization Problem[J]. Journal of Southern Institute of Metallurgy, 2005, 26(4): 63-66 |
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| Authors: | Feng Jiang Yang QingLin Xu DeChang |
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| Abstract: | This paper discusses a method for two-stage stochastic programming with recourse in which the objective function is replaced by its empirical mean. This method converts a stochastic optimization problem into a deterministic one for which many methods are available. The advantage of the method is that there is no requirement on the distribution of the random variables involved. |
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| Keywords: | stochastic optimization compensate two-stage objective function algorithm |
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