| 利用目标函数的经验均值求解有补偿二阶段问题 |
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| 引用本文： | 许德昌,王晓燕,岳雪芝. 利用目标函数的经验均值求解有补偿二阶段问题[J]. 温州大学学报(社会科学版), 2005, 18(4): 47-50 |
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| 作者姓名： | 许德昌 王晓燕 岳雪芝 |
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| 作者单位： | [1]江西理工大学机电工程学院 [2]江西理工大学理学院,江西赣州341000 |
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| 摘 要： | 探讨了用目标函数的经验均值代替目标函数求解有补偿二阶段问题的方法，将随机最优化问题转化为容易求解的确定性优化问题．不要求了解所涉及的随机变量的分布函数是该方法的特点．
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| 关 键 词： | 随机最优化 二阶段问题 经验均值 收敛性 |
| 文章编号： | 1008-309(2005)04-0047-09 |
| 收稿时间： | 2005-04-01 |
| 修稿时间： | 2005-04-01 |
Solving Two-stage Stochastic Programming with Recourse in the Objective Function''''s Empirical Mean |
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| Xu Dechang,WANG Xiaoyan,YUE Xuezi. Solving Two-stage Stochastic Programming with Recourse in the Objective Function''''s Empirical Mean[J]. Journal of Wenzhou University, 2005, 18(4): 47-50 |
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| Authors: | Xu Dechang WANG Xiaoyan YUE Xuezi |
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| Abstract: | This paper discuses a method for two-stage stochastic programming with recourse in which the objective function is replaced by its empirical means. This method converts a stochastic optimization problem into a deterministic one for which many methods are available. The advantage of the method is that there is no requirement on the distribution of the random variables involved. |
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| Keywords: | Stochastic optimization Two-stage problem Empirical means Convergence property |
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