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The upper semiconvergence of the optimal solution set of approximations for stochastic programming

HUO Yong-liang1,2;LIU San-yang1

  

  1. (1. School of Science, Xidian Univ., Xi′an 710071, China;
    2. Dept. of Mathematics, Yulin College, Yulin 719000, China)
  • Received:1900-01-01 Revised:1900-01-01 Online:2005-12-20 Published:2005-12-20

Abstract: The continuous convergence of the objective function sequence of approximations for stochastic programming is discussed. The convergence condition for the fesible set sequence of approximations for stochastic programming is studied. Finally, a sufficient condition for upper semiconvergence of the optimal solution set of approximations for stochastic programming is given.

Key words: stochastic programming, optimal solution set, upper semiconvergence

CLC Number: 

  • O221.5