Stackelberg solutions to multiobjective two-level linear programming problems with random variable coefficients (Q1424337): Difference between revisions

The aim of this paper is to study two-level linear programming problems involving multiple objective functions of the follower and random variable coefficients in both leader and follower problems. By using concepts from stochastic programming, these problems are reduced to deterministic two-level programming problems, which consist in minimizing the variance of the objective function of the leader and the means of the objective functions of the follower, respectively. By following an approach proposed by \textit{I. Nishizaki} and \textit{M. Sakawa} [J. Optim. Theory Appl. 103, No. 1, 161--182 (1999; Zbl 0945.90057)], the authors develop algorithms for computing optimistic and pessimistic Stackelberg solutions, some geometrical properties of these solutions being illustrated by a numerical example.