Title :
The properties of mean chance and critical value functions for birandom variables
Author :
Hao, Fang-Fang ; Liu, Yan-Kui
Author_Institution :
Coll. of of Math. & Comput. Sci., Hebei Univ., Baoding
Abstract :
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.
Keywords :
random functions; birandom optimization problems; birandom programming; birandom variables; critical value functions; mean chance; Algorithm design and analysis; Computer science; Cybernetics; Decision making; Educational institutions; Functional programming; Machine learning; Mathematics; Random variables; Sufficient conditions; Birandom variable; Continuity; Critical value functions; Mean chance; Sufficient conditions;
Conference_Titel :
Machine Learning and Cybernetics, 2008 International Conference on
Conference_Location :
Kunming
Print_ISBN :
978-1-4244-2095-7
Electronic_ISBN :
978-1-4244-2096-4
DOI :
10.1109/ICMLC.2008.4620474
