And then, we present an approximation method for solving this probabilistic constrained stochastic programming, and prove certain convergence of the method under some conditions.
随后我们提出了求解这类概率约束随机规划的一种近似算法,并在一定的条件下证明了算法的收敛性。
2
Then, we start from uniform approximation to offer optimal transfer matrix algorithm and use method of linear programming to solve for optimal transfer matrix.
然后从一致逼近出发提出最佳传递矩阵计算法,并利用线性规划的方法求出最佳传递矩阵。
3
We first formulate the problem as a stochastic nonlinear programming problem and then propose a new simple method for solving it via some approximation techniques.