Results 1 to 10 of about 26 (26)

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, Martine Labbé, Ivana Ljubić, Martin Schmidt   +3 more
doaj   +1 more source

Bilevel programming methods for computing single-leader-multi-follower equilibria in normal-form and polymatrix games

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, Stefano Coniglio, Nicola Gatti, Alberto Marchesi   +3 more
doaj   +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, Gilles Savard, Alexandre Schoeb   +2 more
doaj   +1 more source

A Two-Period Stochastic Linear Programming Game

We formulate and discuss a model of two-period stochastic optimization which allows for the possibility of the probability distribution over a non-empty finite set of states of nature-exactly one member of which will be realized in the future period- to ...
Lahiri, Somdeb
core   +1 more source

The Contribution of Evolutionary Game Theory to Understanding and Treating Cancer. [PDF]

Dyn Games Appl, 2022
Wölfl B, Te Rietmole H, Salvioli M, Kaznatcheev A, Thuijsman F, Brown JS, Burgering B, Staňková K.   +7 more
europepmc   +1 more source

Feedback Nash equilibria in optimal taxation problems

Open Mathematics, 2009
Krastanov Mikhail, Rozenov Rossen
doaj   +1 more source

Stackelberg Max Closure with Multiple Followers

Mathematics of Operations Research, 2022
Marc Schröder, Britta Peis
exaly  

Mini-max incentive strategy for leader–follower games under uncertain dynamics

International Journal of Systems Science, 2021
Manuel Jimenez-Lizarraga
exaly  

Reward Design in Risk-Taking Contests

SIAM Journal on Financial Mathematics, 2022
Yuchong Zhang, Marcel Nutz
exaly  

Existence of Solutions for Deterministic Bilevel Games under a General Bayesian Approach

SIAM Journal on Optimization, 2023
David Salas
exaly