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A-Reliability Programming and Solution Method for Solving the Stochastic Programming Problems
Wang Yongsheng;Liu Jinghua
Systems Engineering - Theory & Practice
1996, 16 (1):
34-45.
DOI: 10.12011/1000-6788(1996)1-34
Concepts of the stochastic programming problem, that is the stochastic restriction,domain of random feasible solutions and random feasible solution have been expounded at the begining in this paper, and on the basis of summarizaition of generality new concepts of α-reliability programming and α-reliability solutions and new method which is called the α-reliability solution for solving the stochastic programming problems have been advanced.The α-reliability solution mirrors the features of random feasible solution and makes them be of new implications,it is very necessary actually and theoretically. Employing the new method,the Way of finding solutions of the stochastic restriction,the stochastic objective function and the stochastic both of them programming have respectively been discussed in this thesis, and there are the concrete instances of solving every stochastic programming problems.At the same time the restrictions of α-reliability programming replaced by the equivalent deterministic constraints have been formulated for the several conditions,and proofs of these transformations have also been provided.
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