Should your stochastic variables be correlated, you should rather introduce the correlation yourself instead of reusing a random engine, so that you can ensure it is correctly modeled.
应该你的随机变量是相关的,你应该介绍相关而不是重用一个随机的引擎,这样你就可以确保它是正确地建模。
2
The convergence of the optimal value and optimal solution of the stochastic programming are given as the function sequence is epi-convergence and the random variable sequence is square convergence.
This paper is concerned with single machine stochastic scheduling problems with random ready times, processing times and due dates to minimize the number of tardy jobs.