A second-order sufficient optimality condition for risk-neutral bi-level stochastic linear programs

DOI10.1007/s10957-020-01775-xzbMath1471.90100OpenAlexW3102093686MaRDI QIDQ2026728

Matthias Claus

Publication date: 20 May 2021

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-020-01775-x

zbMATH Keywords

second-order optimality conditionsLipschitz gradientsstochastic linear programmingrisk-neutral model

Mathematics Subject Classification ID

Hierarchical games (including Stackelberg games) (91A65) Stochastic programming (90C15)

Related Items (2)

A survey on bilevel optimization under uncertainty ⋮ Existence of solutions for a class of bilevel stochastic linear programs

Cites Work

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• \(C^{k,1}\) functions, characterization, Taylor's formula and optimization: a survey
• Computation of multivariate normal and \(t\) probabilities
• On second-order sufficient optimality conditions for c ^1,1-optimization problems
• Risk-Averse Models in Bilevel Stochastic Linear Programming

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