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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． |
| 关键词: 二层随机规划 最优解集 上半收敛 最优值 |
| DOI： |
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| 基金项目: |
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| Analysis of the Stability for the Solution Set to Stochastic Programming Approximation of Bi-level |
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ZHOU Wan-na,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. |
| Key words: bi-level stochastic programming ooptimal solution set upper semi-convergence optimal value |
