Focus programming: a bi‐level programming approach to static stochastic optimization problems
From MaRDI portal
Publication:6080615
DOI10.1111/itor.13322OpenAlexW4378216636MaRDI QIDQ6080615
Publication date: 4 October 2023
Published in: International Transactions in Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/itor.13322
nonlinear programmingbi-level programmingfocus theory of choicemathematical program with vanishing/equilibrium constraintsstatic stochastic optimization problem
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Newsvendor models for innovative products with one-shot decision theory
- Is bilevel programming a special case of a mathematical program with complementarity constraints?
- Are CEOs expected utility maximizers?
- Mathematical programs with vanishing constraints: optimality conditions and constraint qualifications
- Mathematical programs with vanishing constraints: Optimality conditions, sensitivity, and a relaxation method
- A smoothing method for mathematical programs with equilibrium constraints
- Approaches to four types of bilevel programming problems with nonconvex nonsmooth lower level programs and their applications to newsvendor problems
- A unified framework for stochastic optimization
- Focus theory of choice and its application to resolving the St. Petersburg, Allais, and Ellsberg paradoxes and other anomalies
- Behavioral models for first-price sealed-bid auctions with the one-shot decision theory
- Active-set Newton methods for mathematical programs with vanishing constraints
- Theoretical and numerical comparison of relaxation methods for mathematical programs with complementarity constraints
- The bilevel programming problem: reformulations, constraint qualifications and optimality conditions
- An SQP method for mathematical programs with vanishing constraints with strong convergence properties
- Bilevel programming approaches to production planning for multiple products with short life cycles
- An overview of bilevel optimization
- Dynamic focus programming: a new approach to sequential decision problems under uncertainty
- Convergence Properties of a Regularization Scheme for Mathematical Programs with Complementarity Constraints
- Chance-Constrained Programming
- Linear Programming under Uncertainty
- A study on the use of heuristics to solve a bilevel programming problem
- Risk, Ambiguity, and the Savage Axioms
- Convergence of a local regularization approach for mathematical programmes with complementarity or vanishing constraints
- Introduction to Stochastic Programming
- On the numerical solution of a class of Stackelberg problems
- Lectures on Stochastic Programming
- Prospect Theory: An Analysis of Decision under Risk
- Optimality conditions for bilevel programming problems
- Semidefinite relaxation for linear programs with equilibrium constraints
- MPEC Methods for Bilevel Optimization Problems
- Bilevel Optimization: Theory, Algorithms, Applications and a Bibliography
- KKT Reformulation and Necessary Conditions for Optimality in Nonsmooth Bilevel Optimization
- Chance Constrained Programming with Joint Constraints
- A Bundle Method for a Class of Bilevel Nonsmooth Convex Minimization Problems
- Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
- A bilevel optimization model for the newsvendor problem with the focus theory of choice
This page was built for publication: Focus programming: a bi‐level programming approach to static stochastic optimization problems
