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论文类型：期刊论文
发表时间：2018-01-01
发表刊物：MATHEMATICAL PROBLEMS IN ENGINEERING
收录刊物：SCIE、EI
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.