Existence of solutions for a class of bilevel stochastic linear programs

DOI10.1016/j.ejor.2021.12.004zbMath1490.90202OpenAlexW4200516011MaRDI QIDQ2077923

Matthias Claus

Publication date: 23 February 2022

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2021.12.004

zbMATH Keywords

existence resultsrisk aversionstochastics and statisticsbilevel stochastic programming

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (1)

Exploiting the polyhedral geometry of stochastic linear bilevel programming

Cites Work

• Unnamed Item
• Unnamed Item
• Bilevel stochastic linear programming problems with quantile criterion
• On convex risk measures on \(L^{p}\)-spaces
• Convex measures of risk and trading constraints
• Foundations of bilevel programming
• Approximations and solution estimates in optimization
• On linear systems containing strict inequalities
• Stochastic mathematical programs with equilibrium constraints
• A second-order sufficient optimality condition for risk-neutral bi-level stochastic linear programs
• On continuity in risk-averse bilevel stochastic linear programming with random lower level objective function
• The zero set of a real analytic function
• Electricity swing option pricing by stochastic bilevel optimization: a survey and new approaches
• Stochastic Finance
• RISK MEASURES ON ORLICZ HEARTS
• Stochastic Programming Perspective on the Agency Problems Under Uncertainty
• A Bilevel Stochastic Programming Problem with Random Parameters in the Follower’s Objective Function
• Risk-Averse Models in Bilevel Stochastic Linear Programming

This page was built for publication: Existence of solutions for a class of bilevel stochastic linear programs