A fully Bayesian approach to bilevel problems

DOI10.1007/978-3-031-73903-3_10MaRDI QIDQ7007811zbMATH OpenFDO

Authors V. Dogan, Steven Prestwich, Barry O'Sullivan

Publication date 25 March 2025

Full work available at URL https://doi.org/10.1007/978-3-031-73903-3_10

zbMATH Keywords

Bayesian optimizationbilevel decision-makingGaussian processStackelberg games

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Hierarchical games (including Stackelberg games) (91A65) Decision theory (91B06)

Cites work

• A penalty function approach for solving bi-level linear programs
• A trust-region method for nonlinear bilevel programming: algorithm and computational exper\-ience
• Advanced Lectures on Machine Learning
• Defense Applications of Mathematical Programs with Optimization Problems in the Constraints
• Descent approaches for quadratic bilevel programming
• Evolutionary algorithm for bilevel optimization using approximations of the lower level optimal solution mapping
• scientific article; zbMATH DE number 7005721 (Why is no real title available?)
• Large Sample Properties of Simulations Using Latin Hypercube Sampling
• Mathematical Programs with Optimization Problems in the Constraints
• Metaheuristics for bilevel optimization: a comprehensive review
• New Branch-and-Bound Rules for Linear Bilevel Programming
• On the limited memory BFGS method for large scale optimization
• Technical note -- There's no free lunch: on the hardness of choosing a correct big-M in bilevel optimization

This page was built for publication: A fully Bayesian approach to bilevel problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7007811)