On continuity in risk-averse bilevel stochastic linear programming with random lower level objective function

DOI10.1016/j.orl.2021.04.007OpenAlexW3157807493MaRDI QIDQ2060560

Matthias Claus

Publication date: 13 December 2021

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2021.04.007

zbMATH Keywords

continuityexistence resultsrisk measuresbilevel stochastic linear programming

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX) Operations research, mathematical programming (90-XX)

Related Items (3)

Exploiting the polyhedral geometry of stochastic linear bilevel programming ⋮ A survey on bilevel optimization under uncertainty ⋮ Existence of solutions for a class of bilevel stochastic linear programs

Cites Work

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• Stochastic Programming Perspective on the Agency Problems Under Uncertainty
• Decision Rule Bounds for Two-Stage Stochastic Bilevel Programs
• A Bilevel Stochastic Programming Problem with Random Parameters in the Follower’s Objective Function
• Risk-Averse Models in Bilevel Stochastic Linear Programming
• Pessimistic Bilevel Optimization

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