A Study Of Deterministic Equivalents For Stochastic Liner Programming

This paper mainly studies the deterministic equivalents for stochastic linear programming,considering the chance constrained programming model of stochastic linear program problem:???{? : A₃u-b₃? 0,u ? 0,P{A₁u + B₁X + b₁? ???,A₂u + B₂X + b₂? 0} ? ?}where confidence level ? ? 0,X ? R^m is a random vector and ??? =??,· · ·,??^T? R^k1.The other parameters are deterministic matrices and vectors,A_i? R^ki×n,B_i? R^ki×m,b_i? R^kifor i = 1,2,3.When the components of the random vector are independent standard normal random variable,they become equivalent forms to obtain the range of random parameters by random distribution and statistical softwares with the application of simplex algorithm combining with the minimax value problem.Deterministic equivalents are developed thoroughly,presenting the specific numerical examples to show the effectiveness of equivalents' algorithm.