| 求解随机规划问题新方法——优劣解法 |
| |
| 引用本文： | 王永生.求解随机规划问题新方法——优劣解法[J].系统工程理论与实践,1993,13(6). |
| |
| 作者姓名： | 王永生 |
| |
| 作者单位： | 电子工业管理干部学院
(王永生)，北京航空航天大学(刘静华) |
| |
| 摘 要： | 随机规划最优化,即使随机规划的目标函数最优化,达到最优值。那么怎样求随机规划目标函数的最优值呢?设随机规划问题min z=c′x,C为n维随机列向量,x为n维列向量,D为约束域。求其在满足约束条件下随机目标函数的最优值z~*=c′x~*。而如何判断随机变量是最小的呢?下面就此讨论,从而提出比较随机变量的方法。
|
| 关 键 词： | comparison of random variables |
Optimal and Worst Solution New Method for Solving the Programming Problems |
| |
| Wang Yongsheng.Optimal and Worst Solution New Method for Solving the Programming Problems[J].Systems Engineering —Theory & Practice,1993,13(6). |
| |
| Authors: | Wang Yongsheng |
| |
| Institution: | Wang Yongsheng
(Electronics Industry Management College)
Liu Jinghua
(Beijing University of Aeronautics and Astronautics) |
| |
| Abstract: | In this paper, the way of one random variable compared with another has first been proposed, and on the basis of this new method which is called the optimal and worst solution for solving the stochastic programming problems has been advanced. One can employ this method to solve optimal and worst solutions, of the stochastic programming problem at same time, that is, to find two programmes (Strive for the best, prepare for the worst.) one time. Moreover, a concrete instance of solving the stochastic programming problems using the optimal and worst solution, the proof of the optimal and worst solutins and the stochastic programming duality theorem have been given. |
| |
| Keywords: | comparison of random variables optimal and worst solution stochastic pro- gramming stochastic programming duality theorem |
| 本文献已被 CNKI 等数据库收录！ |
| 点击此处可从《系统工程理论与实践》浏览原始摘要信息 |
| 点击此处可从《系统工程理论与实践》下载免费的PDF全文 |
