本文研究了处理随机不等式的若干确定型转化形式.在讨论已有方法(如均值法和机会约束法)的基础上,我们提出了一种反映决策者满意度的随机变量的序数关系,并据此得到一种新的随机不等式转化为确定型不等式的满意度方法.同以往方法比较,满意度方法对处理随机不等式同时具备简洁性和科学性.将该方法应用于求解随机约束优化问题说明了它的优势.
This article studies the deterministic methods dealing with the stochastic inequalities. Based on the discussion of the existing methods, such as the mean-value approach and the chance constraint approach, a new order relation between stochastic variables is proposed, which measures the satisfaction degree of decision-maker. From this definition, we obtain a deterministic equivalent formulation of stochastic inequality, which is called the satisfaction degree approach. Compared with the existing approaches, the proposed one is more practical and valid. The application of this approach to stochastic constrained optimization problem shows its advantages.