A Class of Stochastic Programming Model in Investment Portfolio Based on Covering Rough Set

Table 4

The results for DDC-SRP model (, Pm = 0.1, Pc = 0.6).

Solution model		Optimal solution	Expectation of objective	Variation of objective	Discrete degree
Expectation value model(k = 0, l = 0)			36	12	14.4
DDC-SRP model	a = 0.1, b = 0.1		36	12	14.4
	a = 0.1, b = 1		36	12	14.4
	a = 0.1, b = 10		36	12	14.4
	a = 1, b = 0.1		36	12	14.4
	a = 1, b = 1		36	12	14.4
	a = 1, b = 10		36	12	14.4
	a = 10, b = 0.1		36	12	14.4
	a = 10, b = 1		36	12	14.4
	a = 10, b = 10		36	12	14.4