On a stochastic bilevel programming problem

DOI10.1002/net.20482zbMath1241.90094OpenAlexW1998630805MaRDI QIDQ2892149

Pierre Le Bodic, Abdel Lisser, Stefanie Kosuch, Janny M. Y. Leung

Publication date: 18 June 2012

Published in: Networks (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/net.20482

zbMATH Keywords

networkspricingbilevel stochastic optimization

Mathematics Subject Classification ID

Mixed integer programming (90C11) Stochastic programming (90C15)

Related Items (12)

Solving bi-level programming problem with fuzzy random variable coefficients ⋮ Bilevel Integer Programs with Stochastic Right-Hand Sides ⋮ A systematic sampling evolutionary (SSE) method for stochastic bilevel programming problems ⋮ A novel approach based on preference-based index for interval bilevel linear programming problem ⋮ A survey on bilevel optimization under uncertainty ⋮ An exact algorithm for bilevel 0-1 knapsack problems ⋮ Bi-level optimization based on fuzzy if-then rule ⋮ Modeling uncertain passenger arrivals in the elevator dispatching problem with destination control ⋮ An approach based on reliability-based possibility degree of interval for solving general interval bilevel linear programming problem ⋮ Risk-Averse Models in Bilevel Stochastic Linear Programming ⋮ Bilevel Linear Optimization Under Uncertainty ⋮ Bilevel Optimization: Theory, Algorithms, Applications and a Bibliography

Cites Work

• Unnamed Item
• Unnamed Item
• Knapsack problem with probability constraints
• On general minimax theorems
• Jointly constrained bilinear programs and related problems: An overview
• The bilevel knapsack problem with stochastic right-hand sides
• Upper bounds for the 0-1 stochastic knapsack problem and a B\&B algorithm
• Pricing problems with a continuum of customers as stochastic Stackelberg games
• Modification, implementation and comparison of three algorithms for globally solving linearly constrained concave minimization problems
• Links between linear bilevel and mixed 0-1 programming problems
• Test problem construction for linear bilevel programming problems
• Finite algorithm to find the saddle point of a quadratic function subject to linear constraints
• Discrete linear bilevel programming problem
• Stochastic mathematical programs with equilibrium constraints
• An overview of bilevel optimization
• Extending the stochastic programming framework for the modeling of several decision makers: pricing and competition in the telecommunication sector
• A Bilevel Model of Taxation and Its Application to Optimal Highway Pricing
• Tariff Optimization in Networks
• A polyhedral study of the network pricing problem with connected toll arcs
• Joint optimization of pricing and resource allocation in competitive telecommunications networks
• Jointly Constrained Biconvex Programming
• A finitely convergent algorithm for bilinear programming problems using polar cuts and disjunctive face cuts
• A Representation and Economic Interpretation of a Two-Level Programming Problem
• A cutting plane algorithm for solving bilinear programs
• A linear max—min problem
• Bilevel programming with knapsack constraints

This page was built for publication: On a stochastic bilevel programming problem