Name
Abstract | ||
|---|---|---|
We study two-stage stochastic bilevel programs where the leader chooses a binary here-and-now decision and the follower responds with a continuous wait-and-see decision. Using modern decision rule approximations, we construct lower bounds on an optimistic version and upper bounds on a pessimistic version of the leader's problem. Both bounding problems are equivalent to explicit mixed-integer linear programs that are amenable to efficient numerical solution. The method is illustrated through a facility location problem involving sellers and customers with conflicting preferences. |
Year | DOI | Venue |
|---|---|---|
2018 | 10.1137/16M1098486 | SIAM JOURNAL ON OPTIMIZATION |
Keywords | Field | DocType |
bilevel programming,stochastic programming,decision rules | Decision rule,Mathematical optimization,Mathematical economics,Bilevel optimization,Facility location problem,Stochastic programming,Mathematics,Bounding overwatch,Binary number | Journal |
Volume | Issue | ISSN |
28 | 1 | 1052-6234 |
Citations | PageRank | References |
0 | 0.34 | 0 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Ihsan Yanikoglu | 1 | 0 | 0.34 |
| Daniel Kuhn | 2 | 559 | 32.80 |