混合离散分布信息下的全局分布鲁棒问题
发布时间:2018-10-23 15:45
【摘要】:针对分布鲁棒问题的保守性,利用凸分析中的理论研究了一类混合离散分布信息下的全局分布鲁棒问题的等价形式.当只有概率分布是不确定变量时,得到了相应全局分布鲁棒优化问题的易计算的确定问题;当样本值与概率分布均不确定时,得到其全局分布鲁棒优化问题的等价确定形式.
[Abstract]:In view of the conservatism of distributed robust problems, the equivalent forms of global distributed robust problems with mixed discrete distribution information are studied by using the theory of convex analysis. When only the probability distribution is an uncertain variable, the computable determination problem of the corresponding global distribution robust optimization problem is obtained, and the equivalent deterministic form of the global distribution robust optimization problem is obtained when both the sample value and the probability distribution are uncertain.
【作者单位】: 西南民族大学预科教育学院;西南民族大学经济学院;西南石油大学理学院;
【基金】:四川省教育厅科研基金(16ZB0080) 中央高校基本科研业务费专项项目(2014NZYQN49)
【分类号】:O221
本文编号:2289689
[Abstract]:In view of the conservatism of distributed robust problems, the equivalent forms of global distributed robust problems with mixed discrete distribution information are studied by using the theory of convex analysis. When only the probability distribution is an uncertain variable, the computable determination problem of the corresponding global distribution robust optimization problem is obtained, and the equivalent deterministic form of the global distribution robust optimization problem is obtained when both the sample value and the probability distribution are uncertain.
【作者单位】: 西南民族大学预科教育学院;西南民族大学经济学院;西南石油大学理学院;
【基金】:四川省教育厅科研基金(16ZB0080) 中央高校基本科研业务费专项项目(2014NZYQN49)
【分类号】:O221
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1 陈华丽;代钦;;布鲁纳数学教育思想探析[J];内蒙古师范大学学报(教育科学版);2013年10期
,本文编号:2289689
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