二层概率约束规划的逼近算法

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(κ)(ω)}分布收敛于ζ(ω)时,相应于{ζ(κ)(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 { ξ(k) (ω) } with two layer probability restraint programming problem converge to optimal values of the original problem when random vector sequence { ξ(k) (ω) } distribution converge to ζ(ω).