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

Table 5

The results for the DDC-SRP model (, Pm = 0.001, Pc = 1).

Solution model		Optimal solution	Expectation of objective	Variation of objective	Discrete degree
Expectation value model(a = 0, b = 0)			29	11	15.2
DDC-SRP model	a = 0.1, b = 0.1		29	11	15.2
	a = 0.1, b = 1		29	11	15.2
	a = 0.1, b = 10		22	10	15.2
	a = 1, b = 0.1		22	10	15.2
	a = 1, b = 1		29	11	15.2
	a = 1, b = 10		29	11	15.2
	a = 10, b = 0.1		22	10	15.2
	a = 10, b = 1		22	10	15.2
	a = 10, b = 10		29	11	15.2