下层独立的一主多从双层随机线性规划问题研究
    点此下载全文
引用本文:纪斌,童小娇,耿玉苹.下层独立的一主多从双层随机线性规划问题研究[J].经济数学,2016,(1):106-110
摘要点击次数: 794
全文下载次数: 34
作者单位
纪斌,童小娇,耿玉苹 (1.湘潭大学 数学与计算科学学院, 湖南 湘潭411105 2.湖南第一师范学院 湖南 长沙410205 3.湖南师范大学 数学与计算机科学学院湖南 长沙410081) 
中文摘要:Herminia I.Calvete等研究了一主多从双层确定性线性规划问题,证明了这类问题等价于一类常规的双层线性规划问题.本文在此基础上,推广确定型的问题到随机型优化情况,考虑了一类下层优化相互独立的一主多从双层随机优化问题(SLBMFP).在特定的随机变量分布条件下,理论上证明了该类问题可以转化为一主一从双层确定性优化问题.本文的研究对于求解一主多从双层随机优化模型,解决此类模型在实际应用中的问题具有一定的意义.
中文关键词:双层规划  一主多从  随机优化
 
Stochastic Linear Bilevel Multi-Follower Programming with Independent Followers
Abstract:Herminia I.Calvete studied the linear bilevel multi-follower programming problem, and proved that this kind of problem can be converted into a linear bilevel programming problem with one leader and one follower equivalently. And based on this result, this paper considered a special stochastic linear bileval programming problem with one leader and multiple followers. Under some special distribution cases of random variable, the addressed stochastic bilevel programming can be converted into a determinate bilevel programming problem with one leader and one follower. This paper is helpful in solving the bilevel multi-follower programming problem and this type of problem in the practical application.
keywords:bilevel programming  multi-follower  stochastic optimization
查看全文   查看/发表评论   下载pdf阅读器