运筹学学报 >
2016 , Vol. 20 >Issue 4: 1 - 10
DOI: https://doi.org/10.15960/j.cnki.issn.1007-6093.2016.04.001
有限理性下参数最优化问题解的稳定性
收稿日期: 2015-08-31
网络出版日期: 2016-12-15
基金资助
国家自然科学基金(Nos. 11271098, 11161008), 贵州省科学技术基金(No. 20132116), 贵州大学青年教师基金(No. 2012002)
Stability of solutions to parametric optimization problems under bounded rationality
Received date: 2015-08-31
Online published: 2016-12-15
杨光惠, 杨辉, 向淑文 . 有限理性下参数最优化问题解的稳定性[J]. 运筹学学报, 2016 , 20(4) : 1 -10 . DOI: 10.15960/j.cnki.issn.1007-6093.2016.04.001
Parametric optimization has been widely applied in game theory, control theory, economics and management, engineering technology, etc. Recently, the stability of solutions to parametric optimization has attracted increasing attention. This paper mainly studies the stability of solutions to parametric optimization problems under bounded rationality. By introducing an abstract rationality function, two rational models M are established with two types of perturbations: the perturbation of both objective functions and feasible sets, and the perturbation of objective functions, feasible sets and parameters simultaneously. For the two perturbations above, by the ``generic'' method, the rational model M is structurally stable and is robust to \varepsilon-equilibria (or solutions), respectively. That is, the solutions to most of parametric optimization problems are stable in the sense of Baire category. Finally, an example is illustrated.
Key words: parametric optimization; bounded rationality; stability
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