|
系统科学与数学 2007
Stability of Approximate Optimal Solutions Sets and Continuity ofOptimal Values of Probabilistic Constrained Programs
|
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.