The upper semiconvergence of the optimal solution set of approximations for stochastic programming
Huo Yong-liang, Sanyang Liu · Journal of Xidian University · 2005
The continuous convergence of the objective function sequence of approximations for stochastic programming is discussed.The convergence condition for the fesible set sequence of approximations for stochastic programming is studied.Finally,a sufficient condition for upper semiconvergence of the optimal solution set of approximations for stochastic programming is given.