二层随机规划逼近解集的稳定性分析
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Analysis of the Stability for the Solution Set to Stochastic Programming Approximation of Bi-level
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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.

    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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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
ZHOU Wan-na, 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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