中文摘要：

情形途径是在然而，当决定财产的分发时，它经常运用进窘境的管理与不够的信息归还的公事包风险的一个广泛地使用的工具，它将被用来模仿情形。甚至当财产回来的分发确切被知道时，另外，产生情形的质量没被保证。一条珍视集合的情形途径被朱，建议等。(2015 ) 作为可能的疗法。作为朱建议的结果的必要补充，等。(2015 ) ，这份报纸理论上在内在的分发被知道的条件下面基于珍视集合的情形途径调查数字答案的会聚的性质。

英文摘要：

Scenario approach is a widely used tool in portfolio risk management, however, it often runs into dilemma when determining the distribution of asset returns with insufficient information, which will be used to simulate the scenarios. Also the quality of generated scenarios are not guaranteed even when the distribution of asset returns is known exactly. A set-valued scenario approach was proposed by Zhu, et al. （2015） as a possible remedy. As a necessary supplement of the results proposed by Zhu, et al. （2015）, this paper theoretically investigates the convergent property of the numerical solution based on the set-valued scenario approach under the condition that the underlying distribution is known.