Decision Rule Bounds for Two-Stage Stochastic Bilevel Programs
From MaRDI portal
Publication:4603038
DOI10.1137/16M1098486zbMath1392.90086OpenAlexW2745660793MaRDI QIDQ4603038
Publication date: 14 February 2018
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/16m1098486
Related Items (15)
Bilevel Integer Programs with Stochastic Right-Hand Sides ⋮ A systematic sampling evolutionary (SSE) method for stochastic bilevel programming problems ⋮ Exact methods for discrete \({\varGamma}\)-robust interdiction problems with an application to the bilevel knapsack problem ⋮ Decision bounding problems for two-stage distributionally robust stochastic bilevel optimization ⋮ Bilevel programming approaches to production planning for multiple products with short life cycles ⋮ A survey on bilevel optimization under uncertainty ⋮ A survey on mixed-integer programming techniques in bilevel optimization ⋮ Models of the optimal resource allocation for the critical infrastructure protection ⋮ \(\varepsilon\)-Constraint method for bi-objective competitive facility location problem with uncertain demand scenario ⋮ A robust approach for modeling limited observability in bilevel optimization ⋮ On continuity in risk-averse bilevel stochastic linear programming with random lower level objective function ⋮ The Standard Pessimistic Bilevel Problem ⋮ An exact projection-based algorithm for bilevel mixed-integer problems with nonlinearities ⋮ On convex lower-level black-box constraints in bilevel optimization with an application to gas market models with chance constraints ⋮ Bilevel Optimization: Theory, Algorithms, Applications and a Bibliography
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A comment on ``Computational complexity of stochastic programming problems
- Generalized decision rule approximations for stochastic programming via liftings
- Primal and dual linear decision rules in stochastic and robust optimization
- On the existence of solutions to stochastic mathematical programs with equilibrium constraints
- A global optimization algorithm for generalized semi-infinite, continuous minimax with coupled constraints and bi-level problems
- Global solution of bilevel programs with a nonconvex inner program
- Adjustable robust solutions of uncertain linear programs
- Foundations of bilevel programming
- Bilevel programming in traffic planning: Models, methods and challenge
- The bilevel programming problem: reformulations, constraint qualifications and optimality conditions
- Stochastic mathematical programs with equilibrium constraints
- A bilevel mixed-integer program for critical infrastructure protection planning
- A novel approach to bilevel nonlinear programming
- Parametric global optimisation for bilevel programming
- Bilevel optimization applied to strategic pricing in competitive electricity markets
- Computational complexity of stochastic programming problems
- Stochastic programming with equilibrium constraints
- Extending the stochastic programming framework for the modeling of several decision makers: pricing and competition in the telecommunication sector
- Entropic Approximation for Mathematical Programs with Robust Equilibrium Constraints
- Distributionally Robust Optimization and Its Tractable Approximations
- Using EPECs to Model Bilevel Games in Restructured Electricity Markets with Locational Prices
- A Linear Decision-Based Approximation Approach to Stochastic Programming
- Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation
- A necessary and a sufficient optimality condition for bilevel programming problems
- Pessimistic Bilevel Optimization
- An MPCC approach for stochastic Stackelberg–Nash–Cournot equilibrium
- An Implicit Programming Approach for a Class of Stochastic Mathematical Programs with Complementarity Constraints
- Robust bi-level optimization models in transportation science
- Mathematical Programs with Optimization Problems in the Constraints
- Optimality conditions for bilevel programming problems
This page was built for publication: Decision Rule Bounds for Two-Stage Stochastic Bilevel Programs
