随机平衡系统解的存在性  

EXISTENCE OF SOLUTIONS TO RANDOM EQUILIBRIUM SYSTEM

作　　者：陈光亚[1] 于辉[1] 

机构地区：[1]中国科学院数学与系统科学研究院系统科学研究所,北京100080

出　　处：《系统科学与数学》2002年第3期278-284,共7页Journal of Systems Science and Mathematical Sciences

摘　　要：本文提出了一种新的随机平衡系统模型,它是平衡系统的随机化模型,而平衡系统模型本身是变分不等式系统的推广.我们给出了随机化平衡系统解的存在性结果.作为应用我们得到了随机变分不等式系统解的存在性结果.值得注意的是,我们还同时获得了经典Nash均衡的随机化结果.In this paper, we introduce a kind of new random equilibrium system model, which is a randomized version of the equilibrium system, whcih itself is a generalization of the system of variational inequalities. We obtain the existence results on the random equilibrium system. As applications, we also establish the existence results on the random system of variational inequalties. It is worth noting that we obtain the existence results of the randomized classical noncooperative Nash equilibrium.

关 键 词：随机平衡系统 随机变分不等式系统 随机Nash均衡 解 存在性 

分 类 号：O221.5[理学—运筹学与控制论]