青岛大学学报（自然科学版）2023，Vol.36Issue(4)：1-7,12,8.DOI:10.3969/j.issn.1006-1037.2023.04.01
分布鲁棒二阶随机占优约束优化问题的稳定性
Stability of Distributionally Robust Second Order Stochastic Dominance Constrained Optimization Problem
摘要
Abstract
In order to hedge the risks caused by the uncertainty of the true distribution,distributionally ro-bust second order stochastic dominance constrained optimization problem was proposed,in which the am-biguity set was constructed based on the combination of moment information and Wasserstein ball.Then,the discrete approximation method was used to deal with the problem.Under appropriate assumptions,the convergence of the feasible set,the optimal value and the optimal solution set of the approximation problem was discussed.关键词
二阶随机占优约束/分布鲁棒优化/收敛性Key words
second order stochastic dominance constrained/distributionally robust optimization/conver-gence分类
数理科学引用本文复制引用
傅璐,赵勇..分布鲁棒二阶随机占优约束优化问题的稳定性[J].青岛大学学报（自然科学版）,2023,36(4):1-7,12,8.基金项目
重庆市自然科学基金面上项目(批准号:CSTB2022NSCQ-MSX1318)资助. （批准号:CSTB2022NSCQ-MSX1318）
