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OALib Journal期刊
ISSN: 2333-9721
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Stability of Approximate Optimal Solutions Sets and Continuity ofOptimal Values of Probabilistic Constrained Programs
概率约束规划逼近最优解集的稳定性和最优值的连续性

Keywords: Probabilistic constrained programs,approximate optimal solutions sets,regularity condition,weak convergence of probability measures,stability
概率约束规划
,逼近最优解集,正则条件,概率测度弱收敛,稳定性

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Abstract:

The concept of regularity of feasible set is presented, under the regularity condition, the stability of more general probabilistic constrained programs problems is studied. The stability of approximate optimal solutions sets and the continuity of optimal values of probabilistic constrained programs are obtained under some conditions. Therefore, some theoretical foundations are provided for solving this kind of problem using approximation method.

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