Reduction of the bilevel stochastic optimization problem with quantile objective function to a mixed-integer problem-Reference-Cited by-同舟云学术

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Reduction of the bilevel stochastic optimization problem with quantile objective function to a mixed-integer problem

Published:2017-04-26 Issue:5 Volume:33 Page:544-554
ISSN:1524-1904
Container-title:Applied Stochastic Models in Business and Industry
language:en
Short-container-title:Appl. Stochastic Models Bus. Ind.

Author:

Dempe Stephan¹,Ivanov Sergey²,Naumov Andrey³

Affiliation:

1. Department of Mathematics and Computer Science; Technische Universität Bergakademie Freiberg; Freiburg 09596 Germany

2. Sobolev Institute of Mathematics; Novosibirsk 630090 Russia

3. Department of Probability Theory; Moscow Aviation Institute; Moscow 125993 Russia

Publisher

Wiley

Subject

Management Science and Operations Research,General Business, Management and Accounting,Modeling and Simulation

Reference24 articles.

1. Practical Bilevel Optimization

2. Comparison of metaheuristics for the bilevel facility location and mill pricing problem;Kochetov;Journal of Applied and Industrial Mathematics,2015

3. Optimal bi-level Stackelberg strategies for supply chain financing with both capital-constrained buyers and sellers;Yan;Applied Stochastic Models in Business and Industry,2014

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2. A survey on bilevel optimization under uncertainty;European Journal of Operational Research;2023-12

3. Exact methods for discrete $${\varGamma }$$-robust interdiction problems with an application to the bilevel knapsack problem;Mathematical Programming Computation;2023-07-10

4. A robust approach for modeling limited observability in bilevel optimization;Operations Research Letters;2021-09

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