有限理性与两层优化问题的通有良定性

Bounded Rationality and Generic Well Posedness of Bi-level Optimization Problems

本文定义两层优化问题中上层优化问题的有限理性函数.在非线性问题良定性框架下,使用上层优化问题的有限理性证明上层优化问题的通有良定性,即在Baire分类的意义下,大多数上层优化问题是Hadamard良定的和Tykhonov良定的.

In this paper, we define rationality function for upper level optimization prob- lems of two level optimization. Under well posedness for nonlinear problems frame, using the rationality function of upper level optimization problems, we prove upper level optimization problems are generic well posedness. In Baire category sense,majority of upper level optimi- zation problems are Hadamard well posedness and Tykhonov well posedness.