论文成果

Stability Analysis of Stochastic Generalized Equation via Brouwer's Fixed Point Theorem

发表时间:2018-01-01 点击次数:

论文类型:期刊论文

第一作者:Liu, Qiang

通讯作者:Zhang, J (reprint author), Liaoning Normal Univ, Sch Math, Dalian, Peoples R China.

合写作者:Zhang, Jie,Lin, Shuang,Zhang, Li-wei

发表刊物:MATHEMATICAL PROBLEMS IN ENGINEERING

收录刊物:SCIE、EI

文献类型:J

卷号:2018

ISSN号:1024-123X

摘要:Thestochastic generalized equation provides a unifying methodology to study several important stochastic programming problems in engineering and economics. Under some metric regularity conditions, the quantitative stability analysis of solutions of a stochastic generalized equation with the variation of the probability measure is investigated via Brouwer's fixed point theorem. In particular, the error bounds described by Hausdorff distance between the solution sets are established against the variation of the probability measure. The stability results obtained are finally applied to a stochastic conic programming.

发表时间:2018-01-01