CAJ | 학술논문

下层随机规划以上层决策变量作为参数，而上层随机规划是以下层随机规划的唯一最优解作为响应的一类二层随机规划问题，首先在下层随机规划的原问题有唯一最优解的假设下，讨论了下层随机规划的任意一个逼近最优解序列都收敛于原问题的唯一最优解，然后将下层随机规划的唯一最优解反馈到上层，得到了上层随机规划逼近最优解集序列的上半收敛性。
하층수궤규화이상층결책변량작위삼수，이상층수궤규화시이하층수궤규화적유일최우해작위향응적일류이층수궤규화문제，수선재하층수궤규화적원문제유유일최우해적가설하，토론료하층수궤규화적임의일개핍근최우해서렬도수렴우원문제적유일최우해，연후장하층수궤규화적유일최우해반궤도상층，득도료상층수궤규화핍근최우해집서렬적상반수렴성。
A bi-level stochastic programming problem where the upper level stochastic programming is an op-timization problem including a parametric unique optimal solution of the lower level stochastic programming, and the lower level stochastic programming is a parametric nonlinear programming including the decision vari-ables of the upper level stochastic programming as parameters. This paper first discusses the assumption that the lower level stochastic programming has unique optimal solution of the original problem, any approximation optimal solution sequence of the lower level stochastic programming converges to the unique optimal solution of the original problem. And then feedbacks the unique optimal solution of lower level stochastic programming to the upper level, obtains the upper semi-convergence of the upper level stochastic programming approximation optimal solution sequence.