Sample approximations of bilevel stochastic programming problems with probabilistic and quantile criteria

DOI10.1007/978-3-030-77876-7_15MaRDI QIDQ2117634zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 22 March 2022

Full work available at URL https://doi.org/10.1007/978-3-030-77876-7_15

zbMATH Keywords

bilevel programmingstochastic programmingvalue-at-risksample approximationprobabilistic criterionquantile criterion

Mathematics Subject Classification ID

Stochastic programming (90C15)

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• scientific article; zbMATH DE number 7652676

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Cited in

(10)

• scientific article; zbMATH DE number 7652676 (Why is no real title available?)
• Reduction of the bilevel stochastic optimization problem with quantile objective function to a mixed‐integer problem
• Stochastic bilevel programming with multiple followers: a solution approach using the systematic sampling evolutionary method
• Sample approximation technique for mixed-integer stochastic programming problems with several chance constraints
• A systematic sampling evolutionary (SSE) method for stochastic bilevel programming problems
• Bilevel stochastic linear programming problems with quantile criterion
• Exploiting the polyhedral geometry of stochastic linear bilevel programming
• A Bilevel Stochastic Programming Problem with Random Parameters in the Follower’s Objective Function
• A class of expected value bilevel programming problems with random coefficients based on rough approximation and its application to a production-inventory system
• Existence of solutions for a class of bilevel stochastic linear programs

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