| 二层随机规划逼近解集的稳定性分析 |
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| 引用本文： | 周婉娜,霍永亮.二层随机规划逼近解集的稳定性分析[J].重庆工商大学学报(自然科学版),2013,30(7):19-23. |
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| 作者姓名： | 周婉娜 霍永亮 |
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| 作者单位： | 1. 重庆师范大学数学学院,重庆,400047
2. 重庆文理学院数学与财经学院数学研究所,重庆,402160 |
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| 基金项目： | 重庆市教委科研基金资助项目 |
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| 摘 要： | 以下层随机规划的最优值作为响应,反馈到上层的一类二层随机规划问题,可以放宽对下层随机规划需要提供唯一最优解的要求；首先讨论了下层随机规划逼近最优值的收敛性,然后将下层随机规划的最优值反馈到上层,得到了上层随机规划逼近最优解集序列的上半收敛性.
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| 关 键 词： | 二层随机规划 最优解集 上半收敛 最优值 |
Analysis of the Stability for the Solution Set to Stochastic Programming Approximation of Bi-level |
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| ZHOU Wan-n,HUO Yong-liang.Analysis of the Stability for the Solution Set to Stochastic Programming Approximation of Bi-level[J].Journal of Chongqing Technology and Business University:Natural Science Edition,2013,30(7):19-23. |
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| Authors: | ZHOU Wan-n HUO Yong-liang |
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| Abstract: | By using the optimal value of lower-level stochastic programming as a response to feedback to a class of upper bi-level stochastic peogramming problem,the requirement for providing sole optimal solution may be relaxed to lower-level stochastic programming demand.This paper firstly discusses the convergence for the optimal value of lower-level stochastic programming approximation,then feedbacks the optimal value of lower-level stochastic programming to the upper level and finally obtains the upper-level semi-convergence of the optimal solution set sequence of upper stochastic programming approximation. |
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| Keywords: | bi-level stochastic programming ooptimal solution set upper semi-convergence optimal value |
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