| 一类随机二层规划问题的近似求解方法收敛性分析 |
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| 引用本文： | 王志强,万仲平,池召艳. 一类随机二层规划问题的近似求解方法收敛性分析[J]. 武汉大学学报(理学版), 2005, 0(Z2) |
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| 作者姓名： | 王志强 万仲平 池召艳 |
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| 作者单位： | 武汉大学数学与统计学院 湖北武汉430072 |
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| 基金项目： | 国家自然科学基金资助项目(70371032) |
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| 摘 要： | 利用离散化的方法来处理连续型随机变量,将含有连续型随机变量的一类随机二层规划问题转化为一系列确定二层规划问题,证明了这种近似逼近问题的解上图收敛到原问题的解.
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| 关 键 词： | 随机二层规划 近似逼近 上图收敛 |
Convergence of Approximate Method for Solving Bilevel Stochastic Programming |
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| WANG Zhi-qiang,WAN Zhong-ping,CHI Zhao-yan. Convergence of Approximate Method for Solving Bilevel Stochastic Programming[J]. JOurnal of Wuhan University:Natural Science Edition, 2005, 0(Z2) |
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| Authors: | WANG Zhi-qiang WAN Zhong-ping CHI Zhao-yan |
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| Abstract: | This paper presents an approximate method for solving bilevel pro gramming.We transform original problem into a sequence of determinate problem by means of discretizing the continual random vector and a local decomposition method for solving the problem is proposed. Under some conditions, we have proved that the discretional solution epi-convergent to the solution of original problem. |
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| Keywords: | bilevel stochastic programming discretation epi-convergence |
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