Risk-Averse Models in Bilevel Stochastic Linear Programming
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Publication:5215518
DOI10.1137/19M1242240zbMath1431.90099arXiv1901.11349OpenAlexW3004643923MaRDI QIDQ5215518
Matthias Claus, Johanna Burtscheidt, Stephan Dempe
Publication date: 12 February 2020
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1901.11349
Nonconvex programming, global optimization (90C26) Hierarchical games (including Stackelberg games) (91A65) Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15) Semi-infinite programming (90C34)
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