摘要
本文提出了两个随机变量大小关系依阈值α成立的概念．在分析机会约束的基础上，利用此概念将规划ｍｉｎｆ（ｄ），Ｓ．Ｔ．的约束条件转化成集值约束；并给出了相应集值约束规划的解法．
In this paper,α-a.s.(approximate satisfaction)is defined for comparing two randomquantities. On the basis of chance-constraints analysis, the concept of α-a.s.is appliedto modifying the constiaints of programming min f(d) s.T. to set-valued constlaints,i.e.Finally,a solution ofset-valued constraints programming is obtained.
关键词
随机规划
集值模型
求解
Chance-constraints stochastic programming
α-a.s.,set-valued constraintsprogramming
uncertainty
