CAJ | 학술논문

针对上、下层都含有目标函数和约束条件的一类二层随机规划逼近问题，首先在下层随机规划的目标函数和约束条件均为严格凸函数的情况下，给出了下层随机规划逼近问题的任意一个最优解序列连续收敛于下层随机规划的唯一最优解的一个充分条件；然后将下层随机规划的最优解反馈到上层随机规划的目标函数和约束条件，得到了上层随机规划逼近最优解集的上半收敛性。
침대상、하층도함유목표함수화약속조건적일류이층수궤규화핍근문제，수선재하층수궤규화적목표함수화약속조건균위엄격철함수적정황하，급출료하층수궤규화핍근문제적임의일개최우해서렬련속수렴우하층수궤규화적유일최우해적일개충분조건；연후장하층수궤규화적최우해반궤도상층수궤규화적목표함수화약속조건，득도료상층수궤규화핍근최우해집적상반수렴성。
For a class of bi‐level stochastic programming approximation problem in w hich the upper and lower level contain objective function and constrains .In this paper ,under the conditions that the objective function and constraint conditions of the lower level stochastic programming are all strictly convex func‐tion ,we have given the sufficient condition that a arbitrary optimal solution sequence of the lower level programming approximation problem continuous converges the only optimal solution .The optimal solution of lower stochastic programming provide feedback to the objective function and constraint conditions of the upper ,then we obtain the upper semi‐convergence of the approximate optimal solution set for the upper .