本文研究了随机规划ε-逼近最优解集的Haudorff收敛性条件,证明了随机规划逼近最优值的收敛性,并利用此结果给出了随机规划ε-逼近最优解集Haudorff收敛的一个充分条件。
The Hausdorff convergence condition of ε- approximate optimal solution sets for stochastic programming is studied. The convergence of approximate optimal values for stochastic programming is discussed,and make use of this result to give out a sufficient condition for Hausdorff convergence of ε- approximate optimal solution sets for stochastic programming.