二层随机规划逼近解集的稳定性分析  

Analysis of the Stability for the Solution Set to Stochastic Programming Approximation of Bi-level

作　　者：周婉娜[1] 霍永亮[2] 

机构地区：[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

出　　处：《重庆工商大学学报（自然科学版）》2013年第7期19-23,共5页Journal of Chongqing Technology and Business University:Natural Science Edition

基　　金：重庆市教委科研基金资助项目(KJ091211)

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.By using the optimal value of lower-level stochastic programming as a response to feedback to a class of upper bi-level stochastic programming 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.

关 键 词：二层随机规划 最优解集 上半收敛 最优值 

分 类 号：O211.5[理学—概率论与数理统计]