A Bilevel Stochastic Programming Problem with Random Parameters in the Follower’s Objective Function
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Publication:4973229
DOI10.1134/S1990478918040063zbMATH Open1438.90156OpenAlexW2902579153WikidataQ128896205 ScholiaQ128896205MaRDI QIDQ4973229FDOQ4973229
Authors: Sergey V. Ivanov 
Publication date: 2 December 2019
Published in: Journal of Applied and Industrial Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s1990478918040063
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Management decision making, including multiple objectives (90B50) Linear programming (90C05) Decision theory (91B06) Stochastic programming (90C15)
Cites Work
- Variational Analysis
- Practical bilevel optimization. Algorithms and applications
- Foundations of bilevel programming
- Bilevel programming problems. Theory, algorithms and applications to energy networks
- Sample average approximation method for chance constrained programming: Theory and applications
- Problems in stochastic programming with probabilistic criteria
- Upper Bound for the Competitive Facility Location Problem with Quantile Criterion
- Stochastic problem of competitive location of facilities with quantile criterion
- On the convergence of sample approximations for stochastic programming problems with probabilistic criteria
- Probability-1
- Reduction of the bilevel stochastic optimization problem with quantile objective function to a mixed‐integer problem
Cited In (18)
- A solution method for stochastic multilevel programming problems. A systematic sampling evolutionary approach
- Reduction of the bilevel stochastic optimization problem with quantile objective function to a mixed‐integer problem
- Sample approximations of bilevel stochastic programming problems with probabilistic and quantile criteria
- Stochastic bilevel programming with multiple followers: a solution approach using the systematic sampling evolutionary method
- A survey on bilevel optimization under uncertainty
- Risk-averse models in bilevel stochastic linear programming
- Exact methods for discrete \({\varGamma}\)-robust interdiction problems with an application to the bilevel knapsack problem
- 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
- Bilevel linear optimization under uncertainty
- A survey on mixed-integer programming techniques in bilevel optimization
- 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
- A class of expected value bilevel programming problems with random coefficients based on rough approximation and its application to a production-inventory system
- Bilevel optimization: theory, algorithms, applications and a bibliography
- Existence of solutions for a class of bilevel stochastic linear programs
- On convex lower-level black-box constraints in bilevel optimization with an application to gas market models with chance constraints
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