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  • Search: subject:"Bilevel stochastic linear programming"
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Subject
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Bilevel stochastic linear programming 2 Existence results 2 Continuity 1 Discrete optimization 1 Mathematical programming 1 Mathematische Optimierung 1 Risiko 1 Risikomaß 1 Risk 1 Risk aversion 1 Risk measure 1 Risk measures 1 Stability analysis 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1
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Free 1 Undetermined 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Claus, Matthias 2 Burtscheidt, Johanna 1
Published in...
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Mathematical Methods of Operations Research 1 Operations research letters 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
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Existence of solutions in bilevel stochastic linear programming with integer variables in the lower level problem
Burtscheidt, Johanna; Claus, Matthias - In: Mathematical Methods of Operations Research 102 (2026) 2-3, pp. 435-468
The addition of lower level integrality constraints to a bilevel linear program is known to result in significantly weaker analytical properties. Most notably, the upper level goal function in the optimistic setting lacks lower semicontinuity and the existence of an optimal solution cannot be...
Persistent link: https://www.econbiz.de/10015627020
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Cover Image
On continuity in risk-averse bilevel stochastic linear programming with random lower level objective function
Claus, Matthias - In: Operations research letters 49 (2021) 3, pp. 412-417
Persistent link: https://www.econbiz.de/10012591644
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