Bilevel programming methods for computing single-leader-multi-follower equilibria in normal-form and polymatrix games [PDF]
EURO Journal on Computational Optimization, 2020 The concept of leader-follower (or Stackelberg) equilibrium plays a central role in a number of real-world applications bordering on mathematical optimization and game theory.
Nicola Basilico +3 more
doaj +6 more sources
A Tractable Multi-Leader Multi-Follower Peak-Load-Pricing Model with Strategic Interaction [PDF]
, 2021 While single-level Nash equilibrium problems are quite well understood nowadays, less is known about multi-leader multi-follower games. However, these have important applications, e.g., in the analysis of electricity and gas markets, where often a ...
Grimm, Veronika +5 more
core +4 more sources
Complexity of near-optimal robust versions of multilevel optimization problems [PDF]
, 2020 Near-optimality robustness extends multilevel optimization with a limited deviation of a lower level from its optimal solution, anticipated by higher levels.
Anjos, Miguel F +2 more
core +7 more sources
A Survey on Mixed-Integer Programming Techniques in Bilevel Optimization
EURO Journal on Computational Optimization, 2021 Bilevel optimization is a field of mathematical programming in which some variables are constrained to be the solution of another optimization problem. As a consequence, bilevel optimization is able to model hierarchical decision processes.
Thomas Kleinert +3 more
doaj +1 more source
On a Class of Multistage Stochastic Hierarchical Problems [PDF]
, 2022 In this paper, following the multistage stochastic approach proposed by Rockafellar and Wets, we analyze a class of multistage stochastic hierarchical problems: the Multistage Stochastic Optimization Problem with Quasi-Variational Inequality Constraints.
Domenico Scopelliti
core +1 more source
Switched Stackelberg game analysis of false data injection attacks on networked control systems [PDF]
, 2020 summary:This paper is concerned with a security problem for a discrete-time linear networked control system of switched dynamics. The control sequence generated by a remotely located controller is transmitted over a vulnerable communication network ...
Huang, Yabing, Zhao, Jun
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Behavioral pricing of energy swing options by stochastic bilevel optimization [PDF]
, 2016 Holders of energy swing options are free to specify the amounts of energy to be delivered on short notice, paying a fixed price per unit delivered. Due to the complexity of potential demand patterns, risk elimination by replication of these contract at ...
Gross, P., Pflug, G.
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SOLUTION OF THE LARGE MINIMUM COMPLIANCE PROBLEM USING BILEVEL OPTIMIZATION [PDF]
, 2016 The topology optimization problem have a great industrial interest. Using the subdomains method, we have formulated the decomposed topology optimization problem as a bilevel one.
core +1 more source
A hybrid approach to the solution of a pricing model with continuous demand segmentation
EURO Journal on Computational Optimization, 2013 Price optimization fits naturally the framework of bilevel programming, where a leader integrates within its decision process the reaction of rational customers.
Patrice Marcotte +2 more
doaj +1 more source
Weak Nonlinear Bilevel Problems : Existence of Solutions via Reverse Convex and Convex Maximization Problems [PDF]
, 2011 International audienceIn this paper, for a class of weak bilevel programming problems we provide sufficient conditions guaranteeing the existence of global solutions.
Aboussoror, Abdelmalek +2 more
core +4 more sources