THE PROPERTIES OF MEAN CHANCE AND CRITICAL VALUE FUNCTIONS FOR BIRANDOM VARIABLES

摘要：

In this study, we first give some sufficient conditions on the continuity for the mean chance functions; then based on the continuity of the mean chance functions, we establish several sufficient conditions for some important properties of the birandom critical value functions, which can be applied to birandom optimization problems as we design algorithms to compute birandom programming with mean chance constraints.

关键词： Birandom variable Mean chance Continuity Critical value functions Sufficient conditions

作者: FANG-FANG HAO YAN-KUI LIU

作者单位: College of of Mathematics and Computer Science, Hebei University, Baoding 071002, China

会议类型: 国际会议

会议名称: 2008 International Conference on Machine Learning and Cybernetics(2008机器学习与控制论国际会议)

会议地点: 昆明

会议语种:英文

页码: 594-599

在线出版日期: 2008-07-12（万方平台首次上网日期，不代表论文的发表时间）