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.
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.
出处
《武汉大学学报（理学版）》
CAS
CSCD
北大核心
2005年第S2期121-124,共4页
Journal of Wuhan University:Natural Science Edition
基金
国家自然科学基金资助项目(70371032)
关键词
随机二层规划
近似逼近
上图收敛
bilevel stochastic programming
discretation
epi-convergence
