随机Ekeland变分原理及其在随机最优问题中的应用

2009 International Conference on Management of e-Commerce and e-Government Pub Date : 2009-09-16 DOI:10.1109/ICMECG.2009.126

Li Zhi-long

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摘要

众所周知，Ekeland变分原理广泛应用于最优理论、最优理论、经济学数学、管理学等领域。本文将Ekeland变分原理推广到随机度量空间，使其适用于随机最优理论。然后利用新结果，考虑了一类随机最优问题的随机近似极小点的存在性

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Random Ekeland Variational Principle and the Applications in Random Optimal Problems

It is well kown that Ekeland variational principle is widely used in optimal theory, in optimal theory, mathematics on economics , management and so on. In this paper, we extend Ekeland variational principle to a random metric space, which makes it be suitable for random optimal theory. Then by using the new result we consider the existence of random approximate minimum point for a class of random optimal problem

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2009 International Conference on Management of e-Commerce and e-Government

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