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| 一种寻求初始p-有效点的随机模拟方法 | |
| 引用本文： | 池召艳,万仲平,王志强.一种寻求初始p-有效点的随机模拟方法[J].襄樊学院学报,2007,28(5):14-16,19. |
| 作者姓名： | 池召艳 万仲平 王志强 |
| 作者单位： | 1. 襄樊学院,数学系,湖北,襄樊,441053 2. 武汉大学,数学与统计学院,湖北,武汉,430072 3. 湖北教育学院,数学系,湖北,武汉,430205 |
| 摘 要： | 利用随机模拟方法结合试探的策略给出了一种求解初始p-有效点的方法，并给出了随机变量分别为离散型、连续型的示例．数值结果表明，此算法能够找出符合要求的初始p-有效点. |
| 关 键 词： | 概率约束随机规划 p-有效点 随机模拟 |
| 文章编号： | 1009-2854（2007）05-0014-03 |
| 修稿时间： | 2006-11-27 |
A Method of Stochastic Simulatios to Find the Initial p-Efficient Point |
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| CHI Zhao-yan,WAN Zhong-ping,WANG Zhi-qiang.A Method of Stochastic Simulatios to Find the Initial p-Efficient Point[J].Journal of Xiangfan University,2007,28(5):14-16,19. | |
| Authors: | CHI Zhao-yan WAN Zhong-ping WANG Zhi-qiang |
| Institution: | 1.Department of Mathematics, Xiangfan University, Xiangfan 441053, China; 2. School of Mathematics and Statistics, Wuhan University, Wuhan 430072, China; 3. Department of Mathematics, Hubei University of Education, Wuhan 430205, China |
| Abstract: | The paper presents an approach of exploratory based on the method of stochastic simulations to find an initial p-efficient point,and gives some random rhs examples for discrete probability,continuous probability.The results show that the algorithm can find an initial p-efficient point we need. |
| Keywords: | Optimization problems with probabilistic constraints p-efficient points Stochastic simulations |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ | |