| 非线性随机规划问题最优值与最优解的可测性 |
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| 引用本文： | 游兆永,徐成贤.非线性随机规划问题最优值与最优解的可测性[J].西安交通大学学报,1993,27(3):113-119. |
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| 作者姓名： | 游兆永 徐成贤 |
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| 作者单位： | 西安交通大学数学系
(游兆永，徐成贤)，西安交通大学数学系(陈志平) |
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| 摘 要： | 利用对偶理论与可测集值映射理论等,本文首次证明了一般非线性随机规划问题最优值和最优解的可测性,从而为研究它们的概率分布、矩等分布问题以及一般随机规划问题的实际求解奠定了理论基础.
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| 关 键 词： | 随机规划 可测性 最优值 |
THE MEASURABILITIES OF OPTIMAL VALUES AND SOLUTIONS OF NONLINEAR STOCHASTIC PROGRAMMING PROBLEMS |
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| You Zhaoyong Xu Chengxian Chen Zhiping.THE MEASURABILITIES OF OPTIMAL VALUES AND SOLUTIONS OF NONLINEAR STOCHASTIC PROGRAMMING PROBLEMS[J].Journal of Xi'an Jiaotong University,1993,27(3):113-119. |
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| Authors: | You Zhaoyong Xu Chengxian Chen Zhiping |
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| Institution: | Department of Mathematics |
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| Abstract: | Using the duality theory of convex programming and the theory of measurable set-valued maps, the measurabilies of optimal values and solutions of general nonlinear stochastic programming problem are proved for the first time, which establishes the theoretical basis for discussing the distributionproblems of the optimal values and solutions of general nonlinear stochastic programming problem and its practical solution approach. |
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| Keywords: | stochastic programming measurability distribution problem |
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